Date: (Fri) Jun 03, 2016
Data: Source: Training: “https://inclass.kaggle.com/c/can-we-predict-voting-outcomes/download/train2016.csv”
New: “https://inclass.kaggle.com/c/can-we-predict-voting-outcomes/download/test2016.csv”
Time period:
Based on analysis utilizing <> techniques,
Summary of key steps & error improvement stats:
Use plot.ly for interactive plots ?
varImp for randomForest crashes in caret version:6.0.41 -> submit bug report
extensions toward multiclass classification are scheduled for the next release
rm(list = ls())
set.seed(12345)
options(stringsAsFactors = FALSE)
source("~/Dropbox/datascience/R/mycaret.R")
source("~/Dropbox/datascience/R/mypetrinet.R")
source("~/Dropbox/datascience/R/myplclust.R")
source("~/Dropbox/datascience/R/myplot.R")
source("~/Dropbox/datascience/R/myscript.R")
source("~/Dropbox/datascience/R/mytm.R")
if (is.null(knitr::opts_current$get(name = 'label'))) # Running in IDE
debugSource("~/Dropbox/datascience/R/mydsutils.R") else
source("~/Dropbox/datascience/R/mydsutils.R")
## Loading required package: caret
## Loading required package: lattice
# Gather all package requirements here
suppressPackageStartupMessages(require(doMC))
glbCores <- 6 # of cores on machine - 2
registerDoMC(glbCores)
suppressPackageStartupMessages(require(caret))
require(plyr)
## Loading required package: plyr
require(dplyr)
## Loading required package: dplyr
##
## Attaching package: 'dplyr'
## The following objects are masked from 'package:plyr':
##
## arrange, count, desc, failwith, id, mutate, rename, summarise,
## summarize
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
require(knitr)
## Loading required package: knitr
require(stringr)
## Loading required package: stringr
#source("dbgcaret.R")
#packageVersion("snow")
#require(sos); findFn("cosine", maxPages=2, sortby="MaxScore")
# Analysis control global variables
# Inputs
# url/name = "<PathPointer>"; if url specifies a zip file, name = "<filename>";
# or named collection of <PathPointer>s
# sep = choose from c(NULL, "\t")
glbObsTrnFile <- list(url = "https://inclass.kaggle.com/c/can-we-predict-voting-outcomes/download/train2016.csv"
# or list(url = c(NULL, <.inp1> = "<path1>", <.inp2> = "<path2>"))
#, splitSpecs = list(method = "copy" # default when glbObsNewFile is NULL
# select from c("copy", NULL ???, "condition", "sample", )
# ,nRatio = 0.3 # > 0 && < 1 if method == "sample"
# ,seed = 123 # any integer or glbObsTrnPartitionSeed if method == "sample"
# ,condition = # or 'is.na(<var>)'; '<var> <condition_operator> <value>'
# )
)
glbObsNewFile <- list(url = "https://inclass.kaggle.com/c/can-we-predict-voting-outcomes/download/test2016.csv")
glbObsDropCondition <- NULL # : default
# enclose in single-quotes b/c condition might include double qoutes
# use | & ; NOT || &&
# '<condition>'
# 'grepl("^First Draft Video:", glbObsAll$Headline)'
# 'is.na(glbObsAll[, glb_rsp_var_raw])'
# '(is.na(glbObsAll[, glb_rsp_var_raw]) & grepl("Train", glbObsAll[, glbFeatsId]))'
# 'is.na(strptime(glbObsAll[, "Date"], glbFeatsDateTime[["Date"]]["format"], tz = glbFeatsDateTime[["Date"]]["timezone"]))'
#nrow(do.call("subset",list(glbObsAll, parse(text=paste0("!(", glbObsDropCondition, ")")))))
glb_obs_repartition_train_condition <- NULL # : default
# "<condition>"
glb_max_fitobs <- NULL # or any integer
glbObsTrnPartitionSeed <- 123 # or any integer
glb_is_regression <- FALSE; glb_is_classification <- !glb_is_regression;
glb_is_binomial <- TRUE # or TRUE or FALSE
glb_rsp_var_raw <- "Party"
# for classification, the response variable has to be a factor
glb_rsp_var <- "Party.fctr"
# if the response factor is based on numbers/logicals e.g (0/1 OR TRUE/FALSE vs. "A"/"B"),
# or contains spaces (e.g. "Not in Labor Force")
# caret predict(..., type="prob") crashes
glb_map_rsp_raw_to_var <- #NULL
function(raw) {
# return(raw ^ 0.5)
# return(log(raw))
# return(log(1 + raw))
# return(log10(raw))
# return(exp(-raw / 2))
#
# chk ref value against frequencies vs. alpha sort order
ret_vals <- rep_len(NA, length(raw)); ret_vals[!is.na(raw)] <- ifelse(raw[!is.na(raw)] == "Republican", "R", "D"); return(relevel(as.factor(ret_vals), ref = "D"))
# as.factor(paste0("B", raw))
# as.factor(gsub(" ", "\\.", raw))
}
#if glb_rsp_var_raw is numeric:
#print(summary(glbObsAll[, glb_rsp_var_raw]))
#glb_map_rsp_raw_to_var(tst <- c(NA, as.numeric(summary(glbObsAll[, glb_rsp_var_raw]))))
#if glb_rsp_var_raw is character:
#print(table(glbObsAll[, glb_rsp_var_raw], useNA = "ifany"))
# print(table(glb_map_rsp_raw_to_var(tst <- glbObsAll[, glb_rsp_var_raw]), useNA = "ifany"))
glb_map_rsp_var_to_raw <- #NULL
function(var) {
# return(var ^ 2.0)
# return(exp(var))
# return(10 ^ var)
# return(-log(var) * 2)
# as.numeric(var)
# levels(var)[as.numeric(var)]
sapply(levels(var)[as.numeric(var)], function(elm)
if (is.na(elm)) return(elm) else
if (elm == 'R') return("Republican") else
if (elm == 'D') return("Democrat") else
stop("glb_map_rsp_var_to_raw: unexpected value: ", elm)
)
# gsub("\\.", " ", levels(var)[as.numeric(var)])
# c("<=50K", " >50K")[as.numeric(var)]
# c(FALSE, TRUE)[as.numeric(var)]
}
# print(table(glb_map_rsp_var_to_raw(glb_map_rsp_raw_to_var(tst)), useNA = "ifany"))
if ((glb_rsp_var != glb_rsp_var_raw) && is.null(glb_map_rsp_raw_to_var))
stop("glb_map_rsp_raw_to_var function expected")
# List info gathered for various columns
# <col_name>: <description>; <notes>
# USER_ID - an anonymous id unique to a given user
# YOB - the year of birth of the user
# Gender - the gender of the user, either Male or Female
# Income - the household income of the user. Either not provided, or one of "under $25,000", "$25,001 - $50,000", "$50,000 - $74,999", "$75,000 - $100,000", "$100,001 - $150,000", or "over $150,000".
# HouseholdStatus - the household status of the user. Either not provided, or one of "Domestic Partners (no kids)", "Domestic Partners (w/kids)", "Married (no kids)", "Married (w/kids)", "Single (no kids)", or "Single (w/kids)".
# EducationalLevel - the education level of the user. Either not provided, or one of "Current K-12", "High School Diploma", "Current Undergraduate", "Associate's Degree", "Bachelor's Degree", "Master's Degree", or "Doctoral Degree".
# Party - the political party for whom the user intends to vote for. Either "Democrat" or "Republican
# Q124742, Q124122, . . . , Q96024 - 101 different questions that the users were asked on Show of Hands. If the user didn't answer the question, there is a blank. For information about the question text and possible answers, see the file Questions.pdf.
# currently does not handle more than 1 column; consider concatenating multiple columns
# If glbFeatsId == NULL, ".rownames <- as.numeric(row.names())" is the default
glbFeatsId <- "USER_ID" # choose from c(NULL : default, "<id_feat>")
# glbFeatsCategory <- "Hhold.fctr" # choose from c(NULL : default, "<category_feat>")
glbFeatsCategory <- "Q109244.fctr" # choose from c(NULL : default, "<category_feat>") -> OOB performed worse than "Hhold.fctr"
# User-specified exclusions
glbFeatsExclude <- c(NULL
# Feats that shd be excluded due to known causation by prediction variable
# , "<feat1", "<feat2>"
# Feats that are factors with unique values (as % of nObs) > 49 (empirically derived)
# Feats that are linear combinations (alias in glm)
# Feature-engineering phase -> start by excluding all features except id & category &
# work each one in
, "USER_ID", "YOB", "Gender", "Income", "HouseholdStatus", "EducationLevel"
,"Q124742","Q124122"
,"Q123621","Q123464"
,"Q122771","Q122770","Q122769","Q122120"
,"Q121700","Q121699","Q121011"
,"Q120978","Q120650","Q120472","Q120379","Q120194","Q120014","Q120012"
,"Q119851","Q119650","Q119334"
,"Q118892","Q118237","Q118233","Q118232","Q118117"
,"Q117193","Q117186"
,"Q116797","Q116881","Q116953","Q116601","Q116441","Q116448","Q116197"
,"Q115602","Q115777","Q115610","Q115611","Q115899","Q115390","Q115195"
,"Q114961","Q114748","Q114517","Q114386","Q114152"
,"Q113992","Q113583","Q113584","Q113181"
,"Q112478","Q112512","Q112270"
,"Q111848","Q111580","Q111220"
,"Q110740"
,"Q109367","Q109244"
,"Q108950","Q108855","Q108617","Q108856","Q108754","Q108342","Q108343"
,"Q107869","Q107491"
,"Q106993","Q106997","Q106272","Q106388","Q106389","Q106042"
,"Q105840","Q105655"
,"Q104996"
,"Q103293"
,"Q102906","Q102674","Q102687","Q102289","Q102089"
,"Q101162","Q101163","Q101596"
,"Q100689","Q100680","Q100562","Q100010"
,"Q99982"
,"Q99716"
,"Q99581"
,"Q99480"
,"Q98869"
,"Q98578"
,"Q98197"
,"Q98059","Q98078"
,"Q96024" # Done
,".pos")
if (glb_rsp_var_raw != glb_rsp_var)
glbFeatsExclude <- union(glbFeatsExclude, glb_rsp_var_raw)
glbFeatsInteractionOnly <- list()
#glbFeatsInteractionOnly[["<child_feat>"]] <- "<parent_feat>"
glbFeatsInteractionOnly[["YOB.Age.dff"]] <- "YOB.Age.fctr"
glbFeatsDrop <- c(NULL
# , "<feat1>", "<feat2>"
)
glb_map_vars <- NULL # or c("<var1>", "<var2>")
glb_map_urls <- list();
# glb_map_urls[["<var1>"]] <- "<var1.url>"
# Derived features; Use this mechanism to cleanse data ??? Cons: Data duplication ???
glbFeatsDerive <- list();
# glbFeatsDerive[["<feat.my.sfx>"]] <- list(
# mapfn = function(<arg1>, <arg2>) { return(function(<arg1>, <arg2>)) }
# , args = c("<arg1>", "<arg2>"))
#myprint_df(data.frame(ImageId = mapfn(glbObsAll$.src, glbObsAll$.pos)))
#data.frame(ImageId = mapfn(glbObsAll$.src, glbObsAll$.pos))[7045:7055, ]
# character
# mapfn = function(Education) { raw <- Education; raw[is.na(raw)] <- "NA.my"; return(as.factor(raw)) }
# mapfn = function(Week) { return(substr(Week, 1, 10)) }
# mapfn = function(Name) { return(sapply(Name, function(thsName)
# str_sub(unlist(str_split(thsName, ","))[1], 1, 1))) }
# mapfn = function(descriptor) { return(plyr::revalue(descriptor, c(
# "ABANDONED BUILDING" = "OTHER",
# "**" = "**"
# ))) }
# mapfn = function(description) { mod_raw <- description;
# This is here because it does not work if it's in txt_map_filename
# mod_raw <- gsub(paste0(c("\n", "\211", "\235", "\317", "\333"), collapse = "|"), " ", mod_raw)
# Don't parse for "." because of ".com"; use customized gsub for that text
# mod_raw <- gsub("(\\w)(!|\\*|,|-|/)(\\w)", "\\1\\2 \\3", mod_raw);
# Some state acrnoyms need context for separation e.g.
# LA/L.A. could either be "Louisiana" or "LosAngeles"
# modRaw <- gsub("\\bL\\.A\\.( |,|')", "LosAngeles\\1", modRaw);
# OK/O.K. could either be "Oklahoma" or "Okay"
# modRaw <- gsub("\\bACA OK\\b", "ACA OKay", modRaw);
# modRaw <- gsub("\\bNow O\\.K\\.\\b", "Now OKay", modRaw);
# PR/P.R. could either be "PuertoRico" or "Public Relations"
# modRaw <- gsub("\\bP\\.R\\. Campaign", "PublicRelations Campaign", modRaw);
# VA/V.A. could either be "Virginia" or "VeteransAdministration"
# modRaw <- gsub("\\bthe V\\.A\\.\\:", "the VeteranAffairs:", modRaw);
#
# Custom mods
# return(mod_raw) }
# numeric
# Create feature based on record position/id in data
glbFeatsDerive[[".pos"]] <- list(
mapfn = function(raw1) { return(1:length(raw1)) }
, args = c(".rnorm"))
# glbFeatsDerive[[".pos.y"]] <- list(
# mapfn = function(raw1) { return(1:length(raw1)) }
# , args = c(".rnorm"))
# Add logs of numerics that are not distributed normally
# Derive & keep multiple transformations of the same feature, if normality is hard to achieve with just one transformation
# Right skew: logp1; sqrt; ^ 1/3; logp1(logp1); log10; exp(-<feat>/constant)
# glbFeatsDerive[["WordCount.log1p"]] <- list(
# mapfn = function(WordCount) { return(log1p(WordCount)) }
# , args = c("WordCount"))
# glbFeatsDerive[["WordCount.root2"]] <- list(
# mapfn = function(WordCount) { return(WordCount ^ (1/2)) }
# , args = c("WordCount"))
# glbFeatsDerive[["WordCount.nexp"]] <- list(
# mapfn = function(WordCount) { return(exp(-WordCount)) }
# , args = c("WordCount"))
#print(summary(glbObsAll$WordCount))
#print(summary(mapfn(glbObsAll$WordCount)))
# If imputation shd be skipped for this feature
# glbFeatsDerive[["District.fctr"]] <- list(
# mapfn = function(District) {
# raw <- District;
# ret_vals <- rep_len("NA", length(raw));
# ret_vals[!is.na(raw)] <- sapply(raw[!is.na(raw)], function(elm)
# ifelse(elm < 10, "1-9",
# ifelse(elm < 20, "10-19", "20+")));
# return(relevel(as.factor(ret_vals), ref = "NA"))
# }
# , args = c("District"))
# YOB options:
# 1. Missing data:
# 1.1 0 -> Does not improve baseline
# 1.2 Cut factors & "NA" is a level
# 2. Data corrections: < 1928 & > 2000
# 3. Scale YOB
# 4. Add Age
# YOB.Age.fctr needs to be synced with YOB.Age.dff; Create a separate sub-function ???
glbFeatsDerive[["YOB.Age.fctr"]] <- list(
mapfn = function(raw1) {
raw <- 2016 - raw1
# raw[!is.na(raw) & raw >= 2010] <- NA
raw[!is.na(raw) & (raw <= 15)] <- NA
raw[!is.na(raw) & (raw >= 90)] <- NA
retVal <- rep_len("NA", length(raw))
# breaks = c(1879, seq(1949, 1989, 10), 2049)
# cutVal <- cut(raw[!is.na(raw)], breaks = breaks,
# labels = as.character(breaks + 1)[1:(length(breaks) - 1)])
cutVal <- cut(raw[!is.na(raw)], breaks = c(15, 20, 25, 30, 35, 40, 50, 65, 90))
retVal[!is.na(raw)] <- levels(cutVal)[cutVal]
return(factor(retVal, levels = c("NA"
,"(15,20]","(20,25]","(25,30]","(30,35]","(35,40]","(40,50]","(50,65]","(65,90]"),
ordered = TRUE))
}
, args = c("YOB"))
# YOB.Age.fctr needs to be synced with YOB.Age.dff; Create a separate sub-function ???
glbFeatsDerive[["YOB.Age.dff"]] <- list(
mapfn = function(raw1) {
raw <- 2016 - raw1
raw[!is.na(raw) & (raw <= 15)] <- NA
raw[!is.na(raw) & (raw >= 90)] <- NA
breaks <- c(15, 20, 25, 30, 35, 40, 50, 65, 90)
# retVal <- rep_len(0, length(raw))
stopifnot(sum(!is.na(raw) && (raw <= 15)) == 0)
stopifnot(sum(!is.na(raw) && (raw >= 90)) == 0)
# msk <- !is.na(raw) && (raw > 15) && (raw <= 20); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 15
# msk <- !is.na(raw) && (raw > 20) && (raw <= 25); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 20
# msk <- !is.na(raw) && (raw > 25) && (raw <= 30); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 25
# msk <- !is.na(raw) && (raw > 30) && (raw <= 35); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 30
# msk <- !is.na(raw) && (raw > 35) && (raw <= 40); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 35
# msk <- !is.na(raw) && (raw > 40) && (raw <= 50); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 40
# msk <- !is.na(raw) && (raw > 50) && (raw <= 65); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 50
# msk <- !is.na(raw) && (raw > 65) && (raw <= 90); if (sum(msk > 0)) retVal[msk] <- raw[msk] - 65
breaks <- c(15, 20, 25, 30, 35, 40, 50, 65, 90)
retVal <- sapply(raw, function(age) {
if (is.na(age)) return(0) else
if ((age > 15) && (age <= 20)) return(age - 15) else
if ((age > 20) && (age <= 25)) return(age - 20) else
if ((age > 25) && (age <= 30)) return(age - 25) else
if ((age > 30) && (age <= 35)) return(age - 30) else
if ((age > 35) && (age <= 40)) return(age - 35) else
if ((age > 40) && (age <= 50)) return(age - 40) else
if ((age > 50) && (age <= 65)) return(age - 50) else
if ((age > 65) && (age <= 90)) return(age - 65)
})
return(retVal)
}
, args = c("YOB"))
glbFeatsDerive[["Gender.fctr"]] <- list(
mapfn = function(raw1) {
raw <- raw1
raw[raw %in% ""] <- "N"
raw <- gsub("Male" , "M", raw, fixed = TRUE)
raw <- gsub("Female", "F", raw, fixed = TRUE)
return(relevel(as.factor(raw), ref = "N"))
}
, args = c("Gender"))
glbFeatsDerive[["Income.fctr"]] <- list(
mapfn = function(raw1) { raw <- raw1;
raw[raw %in% ""] <- "N"
raw <- gsub("under $25,000" , "<25K" , raw, fixed = TRUE)
raw <- gsub("$25,001 - $50,000" , "25-50K" , raw, fixed = TRUE)
raw <- gsub("$50,000 - $74,999" , "50-75K" , raw, fixed = TRUE)
raw <- gsub("$75,000 - $100,000" , "75-100K" , raw, fixed = TRUE)
raw <- gsub("$100,001 - $150,000", "100-150K", raw, fixed = TRUE)
raw <- gsub("over $150,000" , ">150K" , raw, fixed = TRUE)
return(factor(raw, levels = c("N","<25K","25-50K","50-75K","75-100K","100-150K",">150K"),
ordered = TRUE))
}
, args = c("Income"))
glbFeatsDerive[["Hhold.fctr"]] <- list(
mapfn = function(raw1) { raw <- raw1;
raw[raw %in% ""] <- "N"
raw <- gsub("Domestic Partners (no kids)", "PKn", raw, fixed = TRUE)
raw <- gsub("Domestic Partners (w/kids)" , "PKy", raw, fixed = TRUE)
raw <- gsub("Married (no kids)" , "MKn", raw, fixed = TRUE)
raw <- gsub("Married (w/kids)" , "MKy", raw, fixed = TRUE)
raw <- gsub("Single (no kids)" , "SKn", raw, fixed = TRUE)
raw <- gsub("Single (w/kids)" , "SKy", raw, fixed = TRUE)
return(relevel(as.factor(raw), ref = "N"))
}
, args = c("HouseholdStatus"))
glbFeatsDerive[["Edn.fctr"]] <- list(
mapfn = function(raw1) { raw <- raw1;
raw[raw %in% ""] <- "N"
raw <- gsub("Current K-12" , "K12", raw, fixed = TRUE)
raw <- gsub("High School Diploma" , "HSD", raw, fixed = TRUE)
raw <- gsub("Current Undergraduate", "CCg", raw, fixed = TRUE)
raw <- gsub("Associate's Degree" , "Ast", raw, fixed = TRUE)
raw <- gsub("Bachelor's Degree" , "Bcr", raw, fixed = TRUE)
raw <- gsub("Master's Degree" , "Msr", raw, fixed = TRUE)
raw <- gsub("Doctoral Degree" , "PhD", raw, fixed = TRUE)
return(factor(raw, levels = c("N","K12","HSD","CCg","Ast","Bcr","Msr","PhD"),
ordered = TRUE))
}
, args = c("EducationLevel"))
# for (qsn in c("Q124742","Q124122"))
# for (qsn in grep("Q12(.{4})(?!\\.fctr)", names(glbObsTrn), value = TRUE, perl = TRUE))
for (qsn in grep("Q", glbFeatsExclude, fixed = TRUE, value = TRUE))
glbFeatsDerive[[paste0(qsn, ".fctr")]] <- list(
mapfn = function(raw1) {
raw1[raw1 %in% ""] <- "NA"
rawVal <- unique(raw1)
if (length(setdiff(rawVal, (expVal <- c("NA", "No", "Ys")))) == 0) {
raw1 <- gsub("Yes", "Ys", raw1, fixed = TRUE)
if (length(setdiff(rawVal, expVal)) > 0)
stop(qsn, " vals: ", paste0(rawVal, collapse = "|"),
" does not match expectation: ", paste0(expVal, collapse = "|"))
} else
if (length(setdiff(rawVal, (expVal <- c("NA", "Me", "Circumstances")))) == 0) {
raw1 <- gsub("Circumstances", "Cs", raw1, fixed = TRUE)
if (length(setdiff(rawVal, expVal)) > 0)
stop(qsn, " vals: ", paste0(rawVal, collapse = "|"),
" does not match expectation: ", paste0(expVal, collapse = "|"))
} else
if (length(setdiff(rawVal, (expVal <- c("NA", "Grrr people", "Yay people!")))) == 0) {
raw1 <- gsub("Grrr people", "Gr", raw1, fixed = TRUE)
raw1 <- gsub("Yay people!", "Yy", raw1, fixed = TRUE)
if (length(setdiff(rawVal, expVal)) > 0)
stop(qsn, " vals: ", paste0(rawVal, collapse = "|"),
" does not match expectation: ", paste0(expVal, collapse = "|"))
} else
if (length(setdiff(rawVal, (expVal <- c("NA", "Idealist", "Pragmatist")))) == 0) {
raw1 <- gsub("Idealist" , "Id", raw1, fixed = TRUE)
raw1 <- gsub("Pragmatist", "Pr", raw1, fixed = TRUE)
if (length(setdiff(rawVal, expVal)) > 0)
stop(qsn, " vals: ", paste0(rawVal, collapse = "|"),
" does not match expectation: ", paste0(expVal, collapse = "|"))
} else
if (length(setdiff(rawVal, (expVal <- c("NA", "Private", "Public")))) == 0) {
raw1 <- gsub("Private", "Pt", raw1, fixed = TRUE)
raw1 <- gsub("Public" , "Pc", raw1, fixed = TRUE)
if (length(setdiff(rawVal, expVal)) > 0)
stop(qsn, " vals: ", paste0(rawVal, collapse = "|"),
" does not match expectation: ", paste0(expVal, collapse = "|"))
}
return(relevel(as.factor(raw1), ref = "NA"))
}
, args = c(qsn))
# If imputation of missing data is not working ...
# glbFeatsDerive[["FertilityRate.nonNA"]] <- list(
# mapfn = function(FertilityRate, Region) {
# RegionMdn <- tapply(FertilityRate, Region, FUN = median, na.rm = TRUE)
#
# retVal <- FertilityRate
# retVal[is.na(FertilityRate)] <- RegionMdn[Region[is.na(FertilityRate)]]
# return(retVal)
# }
# , args = c("FertilityRate", "Region"))
# mapfn = function(HOSPI.COST) { return(cut(HOSPI.COST, 5, breaks = c(0, 100000, 200000, 300000, 900000), labels = NULL)) }
# mapfn = function(Rasmussen) { return(ifelse(sign(Rasmussen) >= 0, 1, 0)) }
# mapfn = function(startprice) { return(startprice ^ (1/2)) }
# mapfn = function(startprice) { return(log(startprice)) }
# mapfn = function(startprice) { return(exp(-startprice / 20)) }
# mapfn = function(startprice) { return(scale(log(startprice))) }
# mapfn = function(startprice) { return(sign(sprice.predict.diff) * (abs(sprice.predict.diff) ^ (1/10))) }
# factor
# mapfn = function(PropR) { return(as.factor(ifelse(PropR >= 0.5, "Y", "N"))) }
# mapfn = function(productline, description) { as.factor(gsub(" ", "", productline)) }
# mapfn = function(purpose) { return(relevel(as.factor(purpose), ref="all_other")) }
# mapfn = function(raw) { tfr_raw <- as.character(cut(raw, 5));
# tfr_raw[is.na(tfr_raw)] <- "NA.my";
# return(as.factor(tfr_raw)) }
# mapfn = function(startprice.log10) { return(cut(startprice.log10, 3)) }
# mapfn = function(startprice.log10) { return(cut(sprice.predict.diff, c(-1000, -100, -10, -1, 0, 1, 10, 100, 1000))) }
# , args = c("<arg1>"))
# multiple args
# mapfn = function(id, date) { return(paste(as.character(id), as.character(date), sep = "#")) }
# mapfn = function(PTS, oppPTS) { return(PTS - oppPTS) }
# mapfn = function(startprice.log10.predict, startprice) {
# return(spdiff <- (10 ^ startprice.log10.predict) - startprice) }
# mapfn = function(productline, description) { as.factor(
# paste(gsub(" ", "", productline), as.numeric(nchar(description) > 0), sep = "*")) }
# mapfn = function(.src, .pos) {
# return(paste(.src, sprintf("%04d",
# ifelse(.src == "Train", .pos, .pos - 7049)
# ), sep = "#")) }
# # If glbObsAll is not sorted in the desired manner
# mapfn=function(Week) { return(coredata(lag(zoo(orderBy(~Week, glbObsAll)$ILI), -2, na.pad=TRUE))) }
# mapfn=function(ILI) { return(coredata(lag(zoo(ILI), -2, na.pad=TRUE))) }
# mapfn=function(ILI.2.lag) { return(log(ILI.2.lag)) }
# glbFeatsDerive[["<var1>"]] <- glbFeatsDerive[["<var2>"]]
# tst <- "descr.my"; args_lst <- NULL; for (arg in glbFeatsDerive[[tst]]$args) args_lst[[arg]] <- glbObsAll[, arg]; print(head(args_lst[[arg]])); print(head(drv_vals <- do.call(glbFeatsDerive[[tst]]$mapfn, args_lst)));
# print(which_ix <- which(args_lst[[arg]] == 0.75)); print(drv_vals[which_ix]);
glbFeatsDateTime <- list()
# Use OlsonNames() to enumerate supported time zones
# glbFeatsDateTime[["<DateTimeFeat>"]] <-
# c(format = "%Y-%m-%d %H:%M:%S" or "%m/%e/%y", timezone = "US/Eastern", impute.na = TRUE,
# last.ctg = FALSE, poly.ctg = FALSE)
glbFeatsPrice <- NULL # or c("<price_var>")
glbFeatsImage <- list() #list(<imageFeat> = list(patchSize = 10)) # if patchSize not specified, no patch computation
glbFeatsText <- list()
Sys.setlocale("LC_ALL", "C") # For english
## [1] "C/C/C/C/C/en_US.UTF-8"
#glbFeatsText[["<TextFeature>"]] <- list(NULL,
# ,names = myreplacePunctuation(str_to_lower(gsub(" ", "", c(NULL,
# <comma-separated-screened-names>
# ))))
# ,rareWords = myreplacePunctuation(str_to_lower(gsub(" ", "", c(NULL,
# <comma-separated-nonSCOWL-words>
# ))))
#)
# Text Processing Step: custom modifications not present in txt_munge -> use glbFeatsDerive
# Text Processing Step: universal modifications
glb_txt_munge_filenames_pfx <- "<projectId>_mytxt_"
# Text Processing Step: tolower
# Text Processing Step: myreplacePunctuation
# Text Processing Step: removeWords
glb_txt_stop_words <- list()
# Remember to use unstemmed words
if (length(glbFeatsText) > 0) {
require(tm)
require(stringr)
glb_txt_stop_words[["<txt_var>"]] <- sort(myreplacePunctuation(str_to_lower(gsub(" ", "", c(NULL
# Remove any words from stopwords
# , setdiff(myreplacePunctuation(stopwords("english")), c("<keep_wrd1>", <keep_wrd2>"))
# Remove salutations
,"mr","mrs","dr","Rev"
# Remove misc
#,"th" # Happy [[:digit::]]+th birthday
# Remove terms present in Trn only or New only; search for "Partition post-stem"
# ,<comma-separated-terms>
# cor.y.train == NA
# ,unlist(strsplit(paste(c(NULL
# ,"<comma-separated-terms>"
# ), collapse=",")
# freq == 1; keep c("<comma-separated-terms-to-keep>")
# ,<comma-separated-terms>
# chisq.pval high (e.g. == 1); keep c("<comma-separated-terms-to-keep>")
# ,<comma-separated-terms>
# nzv.freqRatio high (e.g. >= glbFeatsNzvFreqMax); keep c("<comma-separated-terms-to-keep>")
# ,<comma-separated-terms>
)))))
}
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txtFeat]][grep("^man", glb_post_stem_words_terms_df_lst[[txtFeat]]$term), ])
#glbObsAll[glb_post_stem_words_terms_mtrx_lst[[txtFeat]][, 4866] > 0, c(glb_rsp_var, txtFeat)]
# To identify terms with a specific freq
#paste0(sort(subset(glb_post_stop_words_terms_df_lst[[txtFeat]], freq == 1)$term), collapse = ",")
#paste0(sort(subset(glb_post_stem_words_terms_df_lst[[txtFeat]], freq <= 2)$term), collapse = ",")
#subset(glb_post_stem_words_terms_df_lst[[txtFeat]], term %in% c("zinger"))
# To identify terms with a specific freq &
# are not stemmed together later OR is value of color.fctr (e.g. gold)
#paste0(sort(subset(glb_post_stop_words_terms_df_lst[[txtFeat]], (freq == 1) & !(term %in% c("blacked","blemish","blocked","blocks","buying","cables","careful","carefully","changed","changing","chargers","cleanly","cleared","connect","connects","connected","contains","cosmetics","default","defaulting","defective","definitely","describe","described","devices","displays","drop","drops","engravement","excellant","excellently","feels","fix","flawlessly","frame","framing","gentle","gold","guarantee","guarantees","handled","handling","having","install","iphone","iphones","keeped","keeps","known","lights","line","lining","liquid","liquidation","looking","lots","manuals","manufacture","minis","most","mostly","network","networks","noted","opening","operated","performance","performs","person","personalized","photograph","physically","placed","places","powering","pre","previously","products","protection","purchasing","returned","rotate","rotation","running","sales","second","seconds","shipped","shuts","sides","skin","skinned","sticker","storing","thats","theres","touching","unusable","update","updates","upgrade","weeks","wrapped","verified","verify") ))$term), collapse = ",")
#print(subset(glb_post_stem_words_terms_df_lst[[txtFeat]], (freq <= 2)))
#glbObsAll[which(terms_mtrx[, 229] > 0), glbFeatsText]
# To identify terms with cor.y == NA
#orderBy(~-freq+term, subset(glb_post_stop_words_terms_df_lst[[txtFeat]], is.na(cor.y)))
#paste(sort(subset(glb_post_stop_words_terms_df_lst[[txtFeat]], is.na(cor.y))[, "term"]), collapse=",")
#orderBy(~-freq+term, subset(glb_post_stem_words_terms_df_lst[[txtFeat]], is.na(cor.y)))
# To identify terms with low cor.y.abs
#head(orderBy(~cor.y.abs+freq+term, subset(glb_post_stem_words_terms_df_lst[[txtFeat]], !is.na(cor.y))), 5)
# To identify terms with high chisq.pval
#subset(glb_post_stem_words_terms_df_lst[[txtFeat]], chisq.pval > 0.99)
#paste0(sort(subset(glb_post_stem_words_terms_df_lst[[txtFeat]], (chisq.pval > 0.99) & (freq <= 10))$term), collapse=",")
#paste0(sort(subset(glb_post_stem_words_terms_df_lst[[txtFeat]], (chisq.pval > 0.9))$term), collapse=",")
#head(orderBy(~-chisq.pval+freq+term, glb_post_stem_words_terms_df_lst[[txtFeat]]), 5)
#glbObsAll[glb_post_stem_words_terms_mtrx_lst[[txtFeat]][, 68] > 0, glbFeatsText]
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txtFeat]][grep("^m", glb_post_stem_words_terms_df_lst[[txtFeat]]$term), ])
# To identify terms with high nzv.freqRatio
#summary(glb_post_stem_words_terms_df_lst[[txtFeat]]$nzv.freqRatio)
#paste0(sort(setdiff(subset(glb_post_stem_words_terms_df_lst[[txtFeat]], (nzv.freqRatio >= glbFeatsNzvFreqMax) & (freq < 10) & (chisq.pval >= 0.05))$term, c( "128gb","3g","4g","gold","ipad1","ipad3","ipad4","ipadair2","ipadmini2","manufactur","spacegray","sprint","tmobil","verizon","wifion"))), collapse=",")
# To identify obs with a txt term
#tail(orderBy(~-freq+term, glb_post_stop_words_terms_df_lst[[txtFeat]]), 20)
#mydspObs(list(descr.my.contains="non"), cols=c("color", "carrier", "cellular", "storage"))
#grep("ever", dimnames(terms_stop_mtrx)$Terms)
#which(terms_stop_mtrx[, grep("ipad", dimnames(terms_stop_mtrx)$Terms)] > 0)
#glbObsAll[which(terms_stop_mtrx[, grep("16", dimnames(terms_stop_mtrx)$Terms)[1]] > 0), c(glbFeatsCategory, "storage", txtFeat)]
# Text Processing Step: screen for names # Move to glbFeatsText specs section in order of text processing steps
# glbFeatsText[["<txtFeat>"]]$names <- myreplacePunctuation(str_to_lower(gsub(" ", "", c(NULL
# # Person names for names screening
# ,<comma-separated-list>
#
# # Company names
# ,<comma-separated-list>
#
# # Product names
# ,<comma-separated-list>
# ))))
# glbFeatsText[["<txtFeat>"]]$rareWords <- myreplacePunctuation(str_to_lower(gsub(" ", "", c(NULL
# # Words not in SCOWL db
# ,<comma-separated-list>
# ))))
# To identify char vectors post glbFeatsTextMap
#grep("six(.*)hour", glb_txt_chr_lst[[txtFeat]], ignore.case = TRUE, value = TRUE)
#grep("[S|s]ix(.*)[H|h]our", glb_txt_chr_lst[[txtFeat]], value = TRUE)
# To identify whether terms shd be synonyms
#orderBy(~term, glb_post_stop_words_terms_df_lst[[txtFeat]][grep("^moder", glb_post_stop_words_terms_df_lst[[txtFeat]]$term), ])
# term_row_df <- glb_post_stop_words_terms_df_lst[[txtFeat]][grep("^came$", glb_post_stop_words_terms_df_lst[[txtFeat]]$term), ]
#
# cor(glb_post_stop_words_terms_mtrx_lst[[txtFeat]][glbObsAll$.lcn == "Fit", term_row_df$pos], glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")
# To identify which stopped words are "close" to a txt term
#sort(glbFeatsCluster)
# Text Processing Step: stemDocument
# To identify stemmed txt terms
#glb_post_stop_words_terms_df_lst[[txtFeat]][grep("^la$", glb_post_stop_words_terms_df_lst[[txtFeat]]$term), ]
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txtFeat]][grep("^con", glb_post_stem_words_terms_df_lst[[txtFeat]]$term), ])
#glbObsAll[which(terms_stem_mtrx[, grep("use", dimnames(terms_stem_mtrx)$Terms)[[1]]] > 0), c(glbFeatsId, "productline", txtFeat)]
#glbObsAll[which(TfIdf_stem_mtrx[, 191] > 0), c(glbFeatsId, glbFeatsCategory, txtFeat)]
#glbObsAll[which(glb_post_stop_words_terms_mtrx_lst[[txtFeat]][, 6165] > 0), c(glbFeatsId, glbFeatsCategory, txtFeat)]
#which(glbObsAll$UniqueID %in% c(11915, 11926, 12198))
# Text Processing Step: mycombineSynonyms
# To identify which terms are associated with not -> combine "could not" & "couldn't"
#findAssocs(glb_full_DTM_lst[[txtFeat]], "not", 0.05)
# To identify which synonyms should be combined
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txtFeat]][grep("^c", glb_post_stem_words_terms_df_lst[[txtFeat]]$term), ])
chk_comb_cor <- function(syn_lst) {
# cor(terms_stem_mtrx[glbObsAll$.src == "Train", grep("^(damag|dent|ding)$", dimnames(terms_stem_mtrx)[[2]])], glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")
print(subset(glb_post_stem_words_terms_df_lst[[txtFeat]], term %in% syn_lst$syns))
print(subset(get_corpus_terms(tm_map(glbFeatsTextCorpus[[txtFeat]], mycombineSynonyms, list(syn_lst), lazy=FALSE)), term == syn_lst$word))
# cor(terms_stop_mtrx[glbObsAll$.src == "Train", grep("^(damage|dent|ding)$", dimnames(terms_stop_mtrx)[[2]])], glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")
# cor(rowSums(terms_stop_mtrx[glbObsAll$.src == "Train", grep("^(damage|dent|ding)$", dimnames(terms_stop_mtrx)[[2]])]), glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")
}
#chk_comb_cor(syn_lst=list(word="cabl", syns=c("cabl", "cord")))
#chk_comb_cor(syn_lst=list(word="damag", syns=c("damag", "dent", "ding")))
#chk_comb_cor(syn_lst=list(word="dent", syns=c("dent", "ding")))
#chk_comb_cor(syn_lst=list(word="use", syns=c("use", "usag")))
glbFeatsTextSynonyms <- list()
# list parsed to collect glbFeatsText[[<txtFeat>]]$vldTerms
# glbFeatsTextSynonyms[["Hdln.my"]] <- list(NULL
# # people in places
# , list(word = "australia", syns = c("australia", "australian"))
# , list(word = "italy", syns = c("italy", "Italian"))
# , list(word = "newyork", syns = c("newyork", "newyorker"))
# , list(word = "Pakistan", syns = c("Pakistan", "Pakistani"))
# , list(word = "peru", syns = c("peru", "peruvian"))
# , list(word = "qatar", syns = c("qatar", "qatari"))
# , list(word = "scotland", syns = c("scotland", "scotish"))
# , list(word = "Shanghai", syns = c("Shanghai", "Shanzhai"))
# , list(word = "venezuela", syns = c("venezuela", "venezuelan"))
#
# # companies - needs to be data dependent
# # - e.g. ensure BNP in this experiment/feat always refers to BNPParibas
#
# # general synonyms
# , list(word = "Create", syns = c("Create","Creator"))
# , list(word = "cute", syns = c("cute","cutest"))
# , list(word = "Disappear", syns = c("Disappear","Fadeout"))
# , list(word = "teach", syns = c("teach", "taught"))
# , list(word = "theater", syns = c("theater", "theatre", "theatres"))
# , list(word = "understand", syns = c("understand", "understood"))
# , list(word = "weak", syns = c("weak", "weaken", "weaker", "weakest"))
# , list(word = "wealth", syns = c("wealth", "wealthi"))
#
# # custom synonyms (phrases)
#
# # custom synonyms (names)
# )
#glbFeatsTextSynonyms[["<txtFeat>"]] <- list(NULL
# , list(word="<stem1>", syns=c("<stem1>", "<stem1_2>"))
# )
for (txtFeat in names(glbFeatsTextSynonyms))
for (entryIx in 1:length(glbFeatsTextSynonyms[[txtFeat]])) {
glbFeatsTextSynonyms[[txtFeat]][[entryIx]]$word <-
str_to_lower(glbFeatsTextSynonyms[[txtFeat]][[entryIx]]$word)
glbFeatsTextSynonyms[[txtFeat]][[entryIx]]$syns <-
str_to_lower(glbFeatsTextSynonyms[[txtFeat]][[entryIx]]$syns)
}
glbFeatsTextSeed <- 181
# tm options include: check tm::weightSMART
glb_txt_terms_control <- list( # Gather model performance & run-time stats
# weighting = function(x) weightSMART(x, spec = "nnn")
# weighting = function(x) weightSMART(x, spec = "lnn")
# weighting = function(x) weightSMART(x, spec = "ann")
# weighting = function(x) weightSMART(x, spec = "bnn")
# weighting = function(x) weightSMART(x, spec = "Lnn")
#
weighting = function(x) weightSMART(x, spec = "ltn") # default
# weighting = function(x) weightSMART(x, spec = "lpn")
#
# weighting = function(x) weightSMART(x, spec = "ltc")
#
# weighting = weightBin
# weighting = weightTf
# weighting = weightTfIdf # : default
# termFreq selection criteria across obs: tm default: list(global=c(1, Inf))
, bounds = list(global = c(1, Inf))
# wordLengths selection criteria: tm default: c(3, Inf)
, wordLengths = c(1, Inf)
)
glb_txt_cor_var <- glb_rsp_var # : default # or c(<feat>)
# select one from c("union.top.val.cor", "top.cor", "top.val", default: "top.chisq", "sparse")
glbFeatsTextFilter <- "top.chisq"
glbFeatsTextTermsMax <- rep(10, length(glbFeatsText)) # :default
names(glbFeatsTextTermsMax) <- names(glbFeatsText)
# Text Processing Step: extractAssoc
glbFeatsTextAssocCor <- rep(1, length(glbFeatsText)) # :default
names(glbFeatsTextAssocCor) <- names(glbFeatsText)
# Remember to use stemmed terms
glb_important_terms <- list()
# Text Processing Step: extractPatterns (ngrams)
glbFeatsTextPatterns <- list()
#glbFeatsTextPatterns[[<txtFeat>>]] <- list()
#glbFeatsTextPatterns[[<txtFeat>>]] <- c(metropolitan.diary.colon = "Metropolitan Diary:")
# Have to set it even if it is not used
# Properties:
# numrows(glb_feats_df) << numrows(glbObsFit
# Select terms that appear in at least 0.2 * O(FP/FN(glbObsOOB)) ???
# numrows(glbObsOOB) = 1.1 * numrows(glbObsNew) ???
glb_sprs_thresholds <- NULL # or c(<txtFeat1> = 0.988, <txtFeat2> = 0.970, <txtFeat3> = 0.970)
glbFctrMaxUniqVals <- 20 # default: 20
glb_impute_na_data <- FALSE # or TRUE
glb_mice_complete.seed <- 144 # or any integer
glbFeatsCluster <- paste(grep("^Q.", glbFeatsExclude, value = TRUE), "fctr", sep = ".") # NULL : glbFeatsCluster <- c("YOB.Age.fctr", "Gender.fctr", "Income.fctr",
# # "Hhold.fctr",
# "Edn.fctr",
# paste(grep("^Q.", glbFeatsExclude, value = TRUE), "fctr", sep = ".")) # NULL : default or c("<feat1>", "<feat2>")
# glbFeatsCluster <- grep(paste0("[",
# toupper(paste0(substr(glbFeatsText, 1, 1), collapse = "")),
# "]\\.[PT]\\."),
# names(glbObsAll), value = TRUE)
glb_cluster.seed <- 189 # or any integer
glbClusterEntropyVar <- NULL # c(glb_rsp_var, as.factor(cut(glb_rsp_var, 3)), default: NULL)
glbFeatsClusterVarsExclude <- FALSE # default FALSE
glb_interaction_only_feats <- NULL # : default or c(<parent_feat> = "<child_feat>")
glbFeatsNzvFreqMax <- 19 # 19 : caret default
glbFeatsNzvUniqMin <- 10 # 10 : caret default
glbRFESizes <- list()
#glbRFESizes[["mdlFamily"]] <- c(4, 8, 16, 32, 64, 67, 68, 69) # Accuracy@69/70 = 0.8258
glbObsFitOutliers <- list()
# If outliers.n >= 10; consider concatenation of interaction vars
# glbObsFitOutliers[["<mdlFamily>"]] <- c(NULL
# is.na(.rstudent)
# max(.rstudent)
# is.na(.dffits)
# .hatvalues >= 0.99
# -38,167,642 < minmax(.rstudent) < 49,649,823
# , <comma-separated-<glbFeatsId>>
# )
glbObsTrnOutliers <- list()
glbObsTrnOutliers[["Final"]] <- union(glbObsFitOutliers[["All.X"]],
c(NULL
))
# influence.measures: car::outlier; rstudent; dffits; hatvalues; dfbeta; dfbetas
#mdlId <- "All.X##rcv#glm"; obs_df <- fitobs_df
#mdlId <- "RFE.X.glm"; obs_df <- fitobs_df
#mdlId <- "Final.glm"; obs_df <- trnobs_df
#mdlId <- "CSM2.X.glm"; obs_df <- fitobs_df
#print(outliers <- car::outlierTest(glb_models_lst[[mdlId]]$finalModel))
#mdlIdFamily <- paste0(head(unlist(str_split(mdlId, "\\.")), -1), collapse="."); obs_df <- dplyr::filter_(obs_df, interp(~(!(var %in% glbObsFitOutliers[[mdlIdFamily]])), var = as.name(glbFeatsId))); model_diags_df <- cbind(obs_df, data.frame(.rstudent=stats::rstudent(glb_models_lst[[mdlId]]$finalModel)), data.frame(.dffits=stats::dffits(glb_models_lst[[mdlId]]$finalModel)), data.frame(.hatvalues=stats::hatvalues(glb_models_lst[[mdlId]]$finalModel)));print(summary(model_diags_df[, c(".rstudent",".dffits",".hatvalues")])); table(cut(model_diags_df$.hatvalues, breaks=c(0.00, 0.98, 0.99, 1.00)))
#print(subset(model_diags_df, is.na(.rstudent))[, glbFeatsId])
#print(model_diags_df[which.max(model_diags_df$.rstudent), ])
#print(subset(model_diags_df, is.na(.dffits))[, glbFeatsId])
#print(model_diags_df[which.min(model_diags_df$.dffits), ])
#print(subset(model_diags_df, .hatvalues > 0.99)[, glbFeatsId])
#dffits_df <- merge(dffits_df, outliers_df, by="row.names", all.x=TRUE); row.names(dffits_df) <- dffits_df$Row.names; dffits_df <- subset(dffits_df, select=-Row.names)
#dffits_df <- merge(dffits_df, glbObsFit, by="row.names", all.x=TRUE); row.names(dffits_df) <- dffits_df$Row.names; dffits_df <- subset(dffits_df, select=-Row.names)
#subset(dffits_df, !is.na(.Bonf.p))
#mdlId <- "CSM.X.glm"; vars <- myextract_actual_feats(row.names(orderBy(reformulate(c("-", paste0(mdlId, ".imp"))), myget_feats_imp(glb_models_lst[[mdlId]]))));
#model_diags_df <- glb_get_predictions(model_diags_df, mdlId, glb_rsp_var)
#obs_ix <- row.names(model_diags_df) %in% names(outliers$rstudent)[1]
#obs_ix <- which(is.na(model_diags_df$.rstudent))
#obs_ix <- which(is.na(model_diags_df$.dffits))
#myplot_parcoord(obs_df=model_diags_df[, c(glbFeatsId, glbFeatsCategory, ".rstudent", ".dffits", ".hatvalues", glb_rsp_var, paste0(glb_rsp_var, mdlId), vars[1:min(20, length(vars))])], obs_ix=obs_ix, id_var=glbFeatsId, category_var=glbFeatsCategory)
#model_diags_df[row.names(model_diags_df) %in% names(outliers$rstudent)[c(1:2)], ]
#ctgry_diags_df <- model_diags_df[model_diags_df[, glbFeatsCategory] %in% c("Unknown#0"), ]
#myplot_parcoord(obs_df=ctgry_diags_df[, c(glbFeatsId, glbFeatsCategory, ".rstudent", ".dffits", ".hatvalues", glb_rsp_var, "startprice.log10.predict.RFE.X.glmnet", indepVar[1:20])], obs_ix=row.names(ctgry_diags_df) %in% names(outliers$rstudent)[1], id_var=glbFeatsId, category_var=glbFeatsCategory)
#table(glbObsFit[model_diags_df[, glbFeatsCategory] %in% c("iPad1#1"), "startprice.log10.cut.fctr"])
#glbObsFit[model_diags_df[, glbFeatsCategory] %in% c("iPad1#1"), c(glbFeatsId, "startprice")]
# No outliers & .dffits == NaN
#myplot_parcoord(obs_df=model_diags_df[, c(glbFeatsId, glbFeatsCategory, glb_rsp_var, "startprice.log10.predict.RFE.X.glmnet", indepVar[1:10])], obs_ix=seq(1:nrow(model_diags_df))[is.na(model_diags_df$.dffits)], id_var=glbFeatsId, category_var=glbFeatsCategory)
# Modify mdlId to (build & extract) "<FamilyId>#<Fit|Trn>#<caretMethod>#<preProc1.preProc2>#<samplingMethod>"
glb_models_lst <- list(); glb_models_df <- data.frame()
# Add xgboost algorithm
# Regression
if (glb_is_regression) {
glbMdlMethods <- c(NULL
# deterministic
#, "lm", # same as glm
, "glm", "bayesglm", "glmnet"
, "rpart"
# non-deterministic
, "gbm", "rf"
# Unknown
, "nnet" , "avNNet" # runs 25 models per cv sample for tunelength=5
, "svmLinear", "svmLinear2"
, "svmPoly" # runs 75 models per cv sample for tunelength=5
, "svmRadial"
, "earth"
, "bagEarth" # Takes a long time
,"xgbLinear","xgbTree"
)
} else
# Classification - Add ada (auto feature selection)
if (glb_is_binomial)
glbMdlMethods <- c(NULL
# deterministic
, "bagEarth" # Takes a long time
, "glm", "bayesglm", "glmnet"
, "nnet"
, "rpart"
# non-deterministic
, "gbm"
, "avNNet" # runs 25 models per cv sample for tunelength=5
, "rf"
# Unknown
, "lda", "lda2"
# svm models crash when predict is called -> internal to kernlab it should call predict without .outcome
, "svmLinear", "svmLinear2"
, "svmPoly" # runs 75 models per cv sample for tunelength=5
, "svmRadial"
, "earth"
,"xgbLinear","xgbTree"
) else
glbMdlMethods <- c(NULL
# deterministic
,"glmnet"
# non-deterministic
,"rf"
# Unknown
,"gbm","rpart","xgbLinear","xgbTree"
)
glbMdlFamilies <- list(); glb_mdl_feats_lst <- list()
# family: Choose from c("RFE.X", "CSM.X", "All.X", "Best.Interact")
# methods: Choose from c(NULL, <method>, glbMdlMethods)
#glbMdlFamilies[["RFE.X"]] <- c("glmnet", "glm") # non-NULL vector is mandatory
if (glb_is_classification && !glb_is_binomial)
# glm does not work for multinomial
glbMdlFamilies[["All.X"]] <- c("glmnet") else
glbMdlFamilies[["All.X"]] <- c("glmnet", "glm")
#glbMdlFamilies[["Best.Interact"]] <- "glmnet" # non-NULL vector is mandatory
# Check if interaction features make RFE better
# glbMdlFamilies[["CSM.X"]] <- setdiff(glbMdlMethods, c("lda", "lda2")) # crashing due to category:.clusterid ??? #c("glmnet", "glm") # non-NULL list is mandatory
# glb_mdl_feats_lst[["CSM.X"]] <- c(NULL
# , <comma-separated-features-vector>
# )
# dAFeats.CSM.X %<d-% c(NULL
# # Interaction feats up to varImp(RFE.X.glmnet) >= 50
# , <comma-separated-features-vector>
# , setdiff(myextract_actual_feats(predictors(rfe_fit_results)), c(NULL
# , <comma-separated-features-vector>
# ))
# )
# glb_mdl_feats_lst[["CSM.X"]] <- "%<d-% dAFeats.CSM.X"
glbMdlFamilies[["Final"]] <- c(NULL) # NULL vector acceptable # c("glmnet", "glm")
glbMdlAllowParallel <- list()
#glbMdlAllowParallel[["Final##rcv#glmnet"]] <- FALSE
glbMdlAllowParallel[["All.X##rcv#glm"]] <- FALSE
glbMdlAllowParallel[["All.X#zv.pca#rcv#glmnet"]] <- FALSE
glbMdlAllowParallel[["All.X#ica#rcv#glmnet"]] <- FALSE
# Check if tuning parameters make fit better; make it mdlFamily customizable ?
glbMdlTuneParams <- data.frame()
# When glmnet crashes at model$grid with error: ???
glmnetTuneParams <- rbind(data.frame()
,data.frame(parameter = "alpha", vals = "0.100 0.325 0.550 0.775 1.000")
,data.frame(parameter = "lambda", vals = "9.342e-02")
)
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams,
# cbind(data.frame(mdlId = "<mdlId>"),
# glmnetTuneParams))
#avNNet
# size=[1] 3 5 7 9; decay=[0] 1e-04 0.001 0.01 0.1; bag=[FALSE]; RMSE=1.3300906
#bagEarth
# degree=1 [2] 3; nprune=64 128 256 512 [1024]; RMSE=0.6486663 (up)
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "bagEarth", parameter = "nprune", vals = "256")
# ,data.frame(method = "bagEarth", parameter = "degree", vals = "2")
# ))
#earth
# degree=[1]; nprune=2 [9] 17 25 33; RMSE=0.1334478
#gbm
# shrinkage=0.05 [0.10] 0.15 0.20 0.25; n.trees=100 150 200 [250] 300; interaction.depth=[1] 2 3 4 5; n.minobsinnode=[10]; RMSE=0.2008313
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "gbm", parameter = "shrinkage", min = 0.05, max = 0.25, by = 0.05)
# ,data.frame(method = "gbm", parameter = "n.trees", min = 100, max = 300, by = 50)
# ,data.frame(method = "gbm", parameter = "interaction.depth", min = 1, max = 5, by = 1)
# ,data.frame(method = "gbm", parameter = "n.minobsinnode", min = 10, max = 10, by = 10)
# #seq(from=0.05, to=0.25, by=0.05)
# ))
#glmnet
# alpha=0.100 [0.325] 0.550 0.775 1.000; lambda=0.0005232693 0.0024288010 0.0112734954 [0.0523269304] 0.2428800957; RMSE=0.6164891
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "glmnet", parameter = "alpha", vals = "0.550 0.775 0.8875 0.94375 1.000")
# ,data.frame(method = "glmnet", parameter = "lambda", vals = "9.858855e-05 0.0001971771 0.0009152152 0.0042480525 0.0197177130")
# ))
#nnet
# size=3 5 [7] 9 11; decay=0.0001 0.001 0.01 [0.1] 0.2; RMSE=0.9287422
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "nnet", parameter = "size", vals = "3 5 7 9 11")
# ,data.frame(method = "nnet", parameter = "decay", vals = "0.0001 0.0010 0.0100 0.1000 0.2000")
# ))
#rf # Don't bother; results are not deterministic
# mtry=2 35 68 [101] 134; RMSE=0.1339974
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "rf", parameter = "mtry", vals = "2 5 9 13 17")
# ))
#rpart
# cp=0.020 [0.025] 0.030 0.035 0.040; RMSE=0.1770237
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "rpart", parameter = "cp", vals = "0.004347826 0.008695652 0.017391304 0.021739130 0.034782609")
# ))
#svmLinear
# C=0.01 0.05 [0.10] 0.50 1.00 2.00 3.00 4.00; RMSE=0.1271318; 0.1296718
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "svmLinear", parameter = "C", vals = "0.01 0.05 0.1 0.5 1")
# ))
#svmLinear2
# cost=0.0625 0.1250 [0.25] 0.50 1.00; RMSE=0.1276354
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method = "svmLinear2", parameter = "cost", vals = "0.0625 0.125 0.25 0.5 1")
# ))
#svmPoly
# degree=[1] 2 3 4 5; scale=0.01 0.05 [0.1] 0.5 1; C=0.50 1.00 [2.00] 3.00 4.00; RMSE=0.1276130
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
# ,data.frame(method="svmPoly", parameter="degree", min=1, max=5, by=1) #seq(1, 5, 1)
# ,data.frame(method="svmPoly", parameter="scale", vals="0.01, 0.05, 0.1, 0.5, 1")
# ,data.frame(method="svmPoly", parameter="C", vals="0.50, 1.00, 2.00, 3.00, 4.00")
# ))
#svmRadial
# sigma=[0.08674323]; C=0.25 0.50 1.00 [2.00] 4.00; RMSE=0.1614957
#glb2Sav(); all.equal(sav_models_df, glb_models_df)
pkgPreprocMethods <-
# caret version: 6.0.068 # packageVersion("caret")
# operations are applied in this order: zero-variance filter, near-zero variance filter, Box-Cox/Yeo-Johnson/exponential transformation, centering, scaling, range, imputation, PCA, ICA then spatial sign
# *Impute methods needed only if NAs are fed to myfit_mdl
# Also, ordered.factor in caret creates features as Edn.fctr^4 which is treated as an exponent by bagImpute
c(NULL
,"zv", "nzv"
,"BoxCox", "YeoJohnson", "expoTrans"
,"center", "scale", "center.scale", "range"
,"knnImpute", "bagImpute", "medianImpute"
,"zv.pca", "ica", "spatialSign"
,"conditionalX")
glbMdlPreprocMethods <- list( # NULL # : default
"All.X" = list("glmnet" = union(setdiff(pkgPreprocMethods,
c("knnImpute", "bagImpute", "medianImpute")),
# NULL))
c("nzv.spatialSign")))
)
# Baseline prediction model feature(s)
glb_Baseline_mdl_var <- NULL # or c("<feat>")
glbMdlMetric_terms <- NULL # or matrix(c(
# 0,1,2,3,4,
# 2,0,1,2,3,
# 4,2,0,1,2,
# 6,4,2,0,1,
# 8,6,4,2,0
# ), byrow=TRUE, nrow=5)
glbMdlMetricSummary <- NULL # or "<metric_name>"
glbMdlMetricMaximize <- NULL # or FALSE (TRUE is not the default for both classification & regression)
glbMdlMetricSummaryFn <- NULL # or function(data, lev=NULL, model=NULL) {
# confusion_mtrx <- t(as.matrix(confusionMatrix(data$pred, data$obs)))
# #print(confusion_mtrx)
# #print(confusion_mtrx * glbMdlMetric_terms)
# metric <- sum(confusion_mtrx * glbMdlMetric_terms) / nrow(data)
# names(metric) <- glbMdlMetricSummary
# return(metric)
# }
glbMdlCheckRcv <- FALSE # Turn it on when needed; otherwise takes long time
glb_rcv_n_folds <- 3 # or NULL
glb_rcv_n_repeats <- 3 # or NULL
glb_clf_proba_threshold <- NULL # 0.5
# Model selection criteria
if (glb_is_regression)
glbMdlMetricsEval <- c("min.RMSE.OOB", "max.R.sq.OOB", "max.Adj.R.sq.fit", "min.RMSE.fit")
#glbMdlMetricsEval <- c("min.RMSE.fit", "max.R.sq.fit", "max.Adj.R.sq.fit")
if (glb_is_classification) {
if (glb_is_binomial)
glbMdlMetricsEval <-
c("max.Accuracy.OOB", "max.AUCROCR.OOB", "max.AUCpROC.OOB", "min.aic.fit", "max.Accuracy.fit") else
glbMdlMetricsEval <- c("max.Accuracy.OOB", "max.Kappa.OOB")
}
# select from NULL [no ensemble models], "auto" [all models better than MFO or Baseline], c(mdl_ids in glb_models_lst) [Typically top-rated models in auto]
glb_mdl_ensemble <- NULL
# "%<d-% setdiff(mygetEnsembleAutoMdlIds(), 'CSM.X.rf')"
# c(<comma-separated-mdlIds>
# )
# Only for classifications; for regressions remove "(.*)\\.prob" form the regex
# tmp_fitobs_df <- glbObsFit[, grep(paste0("^", gsub(".", "\\.", mygetPredictIds$value, fixed = TRUE), "CSM\\.X\\.(.*)\\.prob"), names(glbObsFit), value = TRUE)]; cor_mtrx <- cor(tmp_fitobs_df); cor_vctr <- sort(cor_mtrx[row.names(orderBy(~-Overall, varImp(glb_models_lst[["Ensemble.repeatedcv.glmnet"]])$imp))[1], ]); summary(cor_vctr); cor_vctr
#ntv.glm <- glm(reformulate(indepVar, glb_rsp_var), family = "binomial", data = glbObsFit)
#step.glm <- step(ntv.glm)
glbMdlSelId <- NULL #select from c(NULL, "All.X##rcv#glmnet", "RFE.X##rcv#glmnet", <mdlId>)
glbMdlFinId <- NULL #select from c(NULL, glbMdlSelId)
glb_dsp_cols <- c(".pos", glbFeatsId, glbFeatsCategory, glb_rsp_var
# List critical cols excl. above
)
# Output specs
# lclgetfltout_df <- function(obsOutFinDf) {
# require(tidyr)
# obsOutFinDf <- obsOutFinDf %>%
# tidyr::separate("ImageId.x.y", c(".src", ".pos", "x", "y"),
# sep = "#", remove = TRUE, extra = "merge")
# # mnm prefix stands for max_n_mean
# mnmout_df <- obsOutFinDf %>%
# dplyr::group_by(.pos) %>%
# #dplyr::top_n(1, Probability1) %>% # Score = 3.9426
# #dplyr::top_n(2, Probability1) %>% # Score = ???; weighted = 3.94254;
# #dplyr::top_n(3, Probability1) %>% # Score = 3.9418; weighted = 3.94169;
# dplyr::top_n(4, Probability1) %>% # Score = ???; weighted = 3.94149;
# #dplyr::top_n(5, Probability1) %>% # Score = 3.9421; weighted = 3.94178
#
# # dplyr::summarize(xMeanN = mean(as.numeric(x)), yMeanN = mean(as.numeric(y)))
# # dplyr::summarize(xMeanN = weighted.mean(as.numeric(x), Probability1), yMeanN = mean(as.numeric(y)))
# # dplyr::summarize(xMeanN = weighted.mean(as.numeric(x), c(Probability1, 0.2357323, 0.2336925)), yMeanN = mean(as.numeric(y)))
# # dplyr::summarize(xMeanN = weighted.mean(as.numeric(x), c(Probability1)), yMeanN = mean(as.numeric(y)))
# dplyr::summarize(xMeanN = weighted.mean(as.numeric(x), c(Probability1)),
# yMeanN = weighted.mean(as.numeric(y), c(Probability1)))
#
# maxout_df <- obsOutFinDf %>%
# dplyr::group_by(.pos) %>%
# dplyr::summarize(maxProb1 = max(Probability1))
# fltout_df <- merge(maxout_df, obsOutFinDf,
# by.x = c(".pos", "maxProb1"), by.y = c(".pos", "Probability1"),
# all.x = TRUE)
# fmnout_df <- merge(fltout_df, mnmout_df,
# by.x = c(".pos"), by.y = c(".pos"),
# all.x = TRUE)
# return(fmnout_df)
# }
glbObsOut <- list(NULL
# glbFeatsId will be the first output column, by default
,vars = list()
# ,mapFn = function(obsOutFinDf) {
# }
)
#obsOutFinDf <- savobsOutFinDf
# glbObsOut$mapFn <- function(obsOutFinDf) {
# txfout_df <- dplyr::select(obsOutFinDf, -.pos.y) %>%
# dplyr::mutate(
# lunch = levels(glbObsTrn[, "lunch" ])[
# round(mean(as.numeric(glbObsTrn[, "lunch" ])), 0)],
# dinner = levels(glbObsTrn[, "dinner" ])[
# round(mean(as.numeric(glbObsTrn[, "dinner" ])), 0)],
# reserve = levels(glbObsTrn[, "reserve" ])[
# round(mean(as.numeric(glbObsTrn[, "reserve" ])), 0)],
# outdoor = levels(glbObsTrn[, "outdoor" ])[
# round(mean(as.numeric(glbObsTrn[, "outdoor" ])), 0)],
# expensive = levels(glbObsTrn[, "expensive"])[
# round(mean(as.numeric(glbObsTrn[, "expensive"])), 0)],
# liquor = levels(glbObsTrn[, "liquor" ])[
# round(mean(as.numeric(glbObsTrn[, "liquor" ])), 0)],
# table = levels(glbObsTrn[, "table" ])[
# round(mean(as.numeric(glbObsTrn[, "table" ])), 0)],
# classy = levels(glbObsTrn[, "classy" ])[
# round(mean(as.numeric(glbObsTrn[, "classy" ])), 0)],
# kids = levels(glbObsTrn[, "kids" ])[
# round(mean(as.numeric(glbObsTrn[, "kids" ])), 0)]
# )
#
# print("ObsNew output class tables:")
# print(sapply(c("lunch","dinner","reserve","outdoor",
# "expensive","liquor","table",
# "classy","kids"),
# function(feat) table(txfout_df[, feat], useNA = "ifany")))
#
# txfout_df <- txfout_df %>%
# dplyr::mutate(labels = "") %>%
# dplyr::mutate(labels =
# ifelse(lunch != "-1", paste(labels, lunch ), labels)) %>%
# dplyr::mutate(labels =
# ifelse(dinner != "-1", paste(labels, dinner ), labels)) %>%
# dplyr::mutate(labels =
# ifelse(reserve != "-1", paste(labels, reserve ), labels)) %>%
# dplyr::mutate(labels =
# ifelse(outdoor != "-1", paste(labels, outdoor ), labels)) %>%
# dplyr::mutate(labels =
# ifelse(expensive != "-1", paste(labels, expensive), labels)) %>%
# dplyr::mutate(labels =
# ifelse(liquor != "-1", paste(labels, liquor ), labels)) %>%
# dplyr::mutate(labels =
# ifelse(table != "-1", paste(labels, table ), labels)) %>%
# dplyr::mutate(labels =
# ifelse(classy != "-1", paste(labels, classy ), labels)) %>%
# dplyr::mutate(labels =
# ifelse(kids != "-1", paste(labels, kids ), labels)) %>%
# dplyr::select(business_id, labels)
# return(txfout_df)
# }
#if (!is.null(glbObsOut$mapFn)) obsOutFinDf <- glbObsOut$mapFn(obsOutFinDf); print(head(obsOutFinDf))
glb_out_obs <- NULL # select from c(NULL : default to "new", "all", "new", "trn")
if (glb_is_classification && glb_is_binomial) {
# glbObsOut$vars[["Probability1"]] <-
# "%<d-% glbObsNew[, mygetPredictIds(glb_rsp_var, glbMdlFinId)$prob]"
# glbObsOut$vars[[glb_rsp_var_raw]] <-
# "%<d-% glb_map_rsp_var_to_raw(glbObsNew[,
# mygetPredictIds(glb_rsp_var, glbMdlFinId)$value])"
glbObsOut$vars[["Predictions"]] <-
"%<d-% glb_map_rsp_var_to_raw(glbObsNew[,
mygetPredictIds(glb_rsp_var, glbMdlFinId)$value])"
} else {
# glbObsOut$vars[[glbFeatsId]] <-
# "%<d-% as.integer(gsub('Test#', '', glbObsNew[, glbFeatsId]))"
glbObsOut$vars[[glb_rsp_var]] <-
"%<d-% glbObsNew[, mygetPredictIds(glb_rsp_var, glbMdlFinId)$value]"
# for (outVar in setdiff(glbFeatsExcludeLcl, glb_rsp_var_raw))
# glbObsOut$vars[[outVar]] <-
# paste0("%<d-% mean(glbObsAll[, \"", outVar, "\"], na.rm = TRUE)")
}
# glbObsOut$vars[[glb_rsp_var_raw]] <- glb_rsp_var_raw
# glbObsOut$vars[[paste0(head(unlist(strsplit(mygetPredictIds$value, "")), -1), collapse = "")]] <-
glbOutStackFnames <- NULL #: default
# c("ebayipads_txt_assoc1_out_bid1_stack.csv") # manual stack
# c("ebayipads_finmdl_bid1_out_nnet_1.csv") # universal stack
glbOut <- list(pfx = "Votes_AllX_pproc_cnk03_rest_")
# lclImageSampleSeed <- 129
glbOutDataVizFname <- NULL # choose from c(NULL, "<projectId>_obsall.csv")
glbChunks <- list(labels = c("set_global_options_wd","set_global_options"
,"import.data","inspect.data","scrub.data","transform.data"
,"extract.features"
,"extract.features.datetime","extract.features.image","extract.features.price"
,"extract.features.text","extract.features.string"
,"extract.features.end"
,"manage.missing.data","cluster.data","partition.data.training","select.features"
,"fit.models_0","fit.models_1","fit.models_2","fit.models_3"
,"fit.data.training_0","fit.data.training_1"
,"predict.data.new"
,"display.session.info"))
# To ensure that all chunks in this script are in glbChunks
if (!is.null(chkChunksLabels <- knitr::all_labels()) && # knitr::all_labels() doesn't work in console runs
!identical(chkChunksLabels, glbChunks$labels)) {
print(sprintf("setdiff(chkChunksLabels, glbChunks$labels): %s",
setdiff(chkChunksLabels, glbChunks$labels)))
print(sprintf("setdiff(glbChunks$labels, chkChunksLabels): %s",
setdiff(glbChunks$labels, chkChunksLabels)))
}
glbChunks[["first"]] <- "fit.models_1" #default: script will load envir from previous chunk
glbChunks[["last" ]] <- NULL #default: script will save envir at end of this chunk
glbChunks[["inpFilePathName"]] <- "data/Votes_AllX_pproc_cnk02_fit_models_1_fit.models_1.RData" # "data/<prvScriptName>_<lstChunkLbl>.RData"
#mysavChunk(glbOut$pfx, glbChunks[["last"]]) # called from myevlChunk
# Temporary: Delete this function (if any) from here after appropriate .RData file is saved
glbgetModelSelectFormula <- function() {
model_evl_terms <- c(NULL)
# min.aic.fit might not be avl
lclMdlEvlCriteria <-
glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)]
for (metric in lclMdlEvlCriteria)
model_evl_terms <- c(model_evl_terms,
ifelse(length(grep("max", metric)) > 0, "-", "+"), metric)
if (glb_is_classification && glb_is_binomial)
model_evl_terms <- c(model_evl_terms, "-", "opt.prob.threshold.OOB")
model_sel_frmla <- as.formula(paste(c("~ ", model_evl_terms), collapse = " "))
return(model_sel_frmla)
}
glbgetDisplayModelsDf <- function() {
dsp_models_cols <- c("id",
glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)],
grep("opt.", names(glb_models_df), fixed = TRUE, value = TRUE))
dsp_models_df <-
#orderBy(glbgetModelSelectFormula(), glb_models_df)[, c("id", glbMdlMetricsEval)]
orderBy(glbgetModelSelectFormula(), glb_models_df)[, dsp_models_cols]
nCvMdl <- sapply(glb_models_lst, function(mdl) nrow(mdl$results))
nParams <- sapply(glb_models_lst, function(mdl) ifelse(mdl$method == "custom", 0,
nrow(subset(modelLookup(mdl$method), parameter != "parameter"))))
# nCvMdl <- nCvMdl[names(nCvMdl) != "avNNet"]
# nParams <- nParams[names(nParams) != "avNNet"]
if (length(cvMdlProblems <- nCvMdl[nCvMdl <= nParams]) > 0) {
print("Cross Validation issues:")
warning("Cross Validation issues:")
print(cvMdlProblems)
}
pltMdls <- setdiff(names(nCvMdl), names(cvMdlProblems))
pltMdls <- setdiff(pltMdls, names(nParams[nParams == 0]))
# length(pltMdls) == 21
png(paste0(glbOut$pfx, "bestTune.png"), width = 480 * 2, height = 480 * 4)
grid.newpage()
pushViewport(viewport(layout = grid.layout(ceiling(length(pltMdls) / 2.0), 2)))
pltIx <- 1
for (mdlId in pltMdls) {
print(ggplot(glb_models_lst[[mdlId]], highBestTune = TRUE) + labs(title = mdlId),
vp = viewport(layout.pos.row = ceiling(pltIx / 2.0),
layout.pos.col = ((pltIx - 1) %% 2) + 1))
pltIx <- pltIx + 1
}
dev.off()
if (all(row.names(dsp_models_df) != dsp_models_df$id))
row.names(dsp_models_df) <- dsp_models_df$id
return(dsp_models_df)
}
# Inspect max OOB FP
#chkObsOOB <- subset(glbObsOOB, !label.fctr.All.X..rcv.glmnet.is.acc)
#chkObsOOBFP <- subset(chkObsOOB, label.fctr.All.X..rcv.glmnet == "left_eye_center") %>% dplyr::mutate(Probability1 = label.fctr.All.X..rcv.glmnet.prob) %>% select(-.src, -.pos, -x, -y) %>% lclgetfltout_df() %>% mutate(obj.distance = (((as.numeric(x) - left_eye_center_x.int) ^ 2) + ((as.numeric(y) - left_eye_center_y.int) ^ 2)) ^ 0.5) %>% dplyr::top_n(5, obj.distance) %>% dplyr::top_n(5, -patch.cor)
#
#newImgObs <- glbObsNew[(glbObsNew$ImageId == "Test#0001"), ]; print(newImgObs[which.max(newImgObs$label.fctr.Final..rcv.glmnet.prob), ])
#OOBImgObs <- glbObsOOB[(glbObsOOB$ImageId == "Train#0003"), ]; print(OOBImgObs[which.max(OOBImgObs$label.fctr.All.X..rcv.glmnet.prob), ])
#load("Votes_Q_02_cnk_extract.features.end.RData", verbose = TRUE)
#mygetImage(which(glbObsAll[, glbFeatsId] == "Train#0003"), names(glbFeatsImage)[1], plot = TRUE, featHighlight = c("left_eye_center_x", "left_eye_center_y"), ovrlHighlight = c(66, 35))
# Depict process
glb_analytics_pn <- petrinet(name = "glb_analytics_pn",
trans_df = data.frame(id = 1:6,
name = c("data.training.all","data.new",
"model.selected","model.final",
"data.training.all.prediction","data.new.prediction"),
x=c( -5,-5,-15,-25,-25,-35),
y=c( -5, 5, 0, 0, -5, 5)
),
places_df=data.frame(id=1:4,
name=c("bgn","fit.data.training.all","predict.data.new","end"),
x=c( -0, -20, -30, -40),
y=c( 0, 0, 0, 0),
M0=c( 3, 0, 0, 0)
),
arcs_df = data.frame(
begin = c("bgn","bgn","bgn",
"data.training.all","model.selected","fit.data.training.all",
"fit.data.training.all","model.final",
"data.new","predict.data.new",
"data.training.all.prediction","data.new.prediction"),
end = c("data.training.all","data.new","model.selected",
"fit.data.training.all","fit.data.training.all","model.final",
"data.training.all.prediction","predict.data.new",
"predict.data.new","data.new.prediction",
"end","end")
))
#print(ggplot.petrinet(glb_analytics_pn))
print(ggplot.petrinet(glb_analytics_pn) + coord_flip())
## Loading required package: grid
glb_analytics_avl_objs <- NULL
glb_chunks_df <- myadd_chunk(NULL,
ifelse(is.null(glbChunks$first), "import.data", glbChunks$first))
## label step_major step_minor label_minor bgn end elapsed
## 1 fit.models_1 1 0 0 9.525 NA NA
1.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_11.0: fit models_1{r cluster.data, cache=FALSE, echo=FALSE, eval=myevlChunk(glbChunks, glbOut$pfx)} #{r cluster.data, cache=FALSE, echo=FALSE, eval=myevlChunk(glbChunks, glbOut$pfx, keep = c(“glbFeatsCategory”,“glb_dsp_cols”))}1.0: fit models_11.0: fit models_11.0: fit models_1fit.models_0_chunk_df <- myadd_chunk(NULL, "fit.models_0_bgn", label.minor = "setup")
# load(paste0(glbOut$pfx, "dsk.RData"))
glbgetModelSelectFormula <- function() {
model_evl_terms <- c(NULL)
# min.aic.fit might not be avl
lclMdlEvlCriteria <-
glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)]
for (metric in lclMdlEvlCriteria)
model_evl_terms <- c(model_evl_terms,
ifelse(length(grep("max", metric)) > 0, "-", "+"), metric)
if (glb_is_classification && glb_is_binomial)
model_evl_terms <- c(model_evl_terms, "-", "opt.prob.threshold.OOB")
model_sel_frmla <- as.formula(paste(c("~ ", model_evl_terms), collapse = " "))
return(model_sel_frmla)
}
glbgetDisplayModelsDf <- function() {
dsp_models_cols <- c("id",
glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)],
grep("opt.", names(glb_models_df), fixed = TRUE, value = TRUE))
dsp_models_df <-
#orderBy(glbgetModelSelectFormula(), glb_models_df)[, c("id", glbMdlMetricsEval)]
orderBy(glbgetModelSelectFormula(), glb_models_df)[, dsp_models_cols]
nCvMdl <- sapply(glb_models_lst, function(mdl) nrow(mdl$results))
nParams <- sapply(glb_models_lst, function(mdl) ifelse(mdl$method == "custom", 0,
nrow(subset(modelLookup(mdl$method), parameter != "parameter"))))
# nCvMdl <- nCvMdl[names(nCvMdl) != "avNNet"]
# nParams <- nParams[names(nParams) != "avNNet"]
if (length(cvMdlProblems <- nCvMdl[nCvMdl <= nParams]) > 0) {
print("Cross Validation issues:")
warning("Cross Validation issues:")
print(cvMdlProblems)
}
pltMdls <- setdiff(names(nCvMdl), names(cvMdlProblems))
pltMdls <- setdiff(pltMdls, names(nParams[nParams == 0]))
# length(pltMdls) == 21
png(paste0(glbOut$pfx, "bestTune.png"), width = 480 * 2, height = 480 * 4)
grid.newpage()
pushViewport(viewport(layout = grid.layout(ceiling(length(pltMdls) / 2.0), 2)))
pltIx <- 1
for (mdlId in pltMdls) {
print(ggplot(glb_models_lst[[mdlId]], highBestTune = TRUE) + labs(title = mdlId),
vp = viewport(layout.pos.row = ceiling(pltIx / 2.0),
layout.pos.col = ((pltIx - 1) %% 2) + 1))
pltIx <- pltIx + 1
}
dev.off()
if (all(row.names(dsp_models_df) != dsp_models_df$id))
row.names(dsp_models_df) <- dsp_models_df$id
return(dsp_models_df)
}
#glbgetDisplayModelsDf()
if (glb_is_classification && glb_is_binomial &&
(length(unique(glbObsFit[, glb_rsp_var])) < 2))
stop("glbObsFit$", glb_rsp_var, ": contains less than 2 unique values: ",
paste0(unique(glbObsFit[, glb_rsp_var]), collapse=", "))
max_cor_y_x_vars <- orderBy(~ -cor.y.abs,
subset(glb_feats_df, (exclude.as.feat == 0) & !nzv & !is.cor.y.abs.low &
is.na(cor.high.X)))[1:2, "id"]
max_cor_y_x_vars <- max_cor_y_x_vars[!is.na(max_cor_y_x_vars)]
if (length(max_cor_y_x_vars) < 2)
max_cor_y_x_vars <- union(max_cor_y_x_vars, ".pos")
if (!is.null(glb_Baseline_mdl_var)) {
if ((max_cor_y_x_vars[1] != glb_Baseline_mdl_var) &
(glb_feats_df[glb_feats_df$id == max_cor_y_x_vars[1], "cor.y.abs"] >
glb_feats_df[glb_feats_df$id == glb_Baseline_mdl_var, "cor.y.abs"]))
stop(max_cor_y_x_vars[1], " has a higher correlation with ", glb_rsp_var,
" than the Baseline var: ", glb_Baseline_mdl_var)
}
glb_model_type <- ifelse(glb_is_regression, "regression", "classification")
# Model specs
# c("id.prefix", "method", "type",
# # trainControl params
# "preProc.method", "cv.n.folds", "cv.n.repeats", "summary.fn",
# # train params
# "metric", "metric.maximize", "tune.df")
# Baseline
if (!is.null(glb_Baseline_mdl_var)) {
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Baseline"), major.inc = FALSE,
label.minor = "mybaseln_classfr")
ret_lst <- myfit_mdl(mdl_id="Baseline",
model_method="mybaseln_classfr",
indepVar=glb_Baseline_mdl_var,
rsp_var=glb_rsp_var,
fit_df=glbObsFit, OOB_df=glbObsOOB)
}
# Most Frequent Outcome "MFO" model: mean(y) for regression
# Not using caret's nullModel since model stats not avl
# Cannot use rpart for multinomial classification since it predicts non-MFO
if (glb_is_classification) {
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "MFO"), major.inc = FALSE,
label.minor = "myMFO_classfr")
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "MFO", type = glb_model_type, trainControl.method = "none",
train.method = ifelse(glb_is_regression, "lm", "myMFO_classfr"))),
indepVar = ".rnorm", rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
# "random" model - only for classification;
# none needed for regression since it is same as MFO
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Random"), major.inc = FALSE,
label.minor = "myrandom_classfr")
#stop(here"); glb2Sav(); all.equal(glb_models_df, sav_models_df)
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Random", type = glb_model_type, trainControl.method = "none",
train.method = "myrandom_classfr")),
indepVar = ".rnorm", rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
}
# Max.cor.Y
# Check impact of cv
# rpart is not a good candidate since caret does not optimize cp (only tuning parameter of rpart) well
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Max.cor.Y.rcv.*X*"), major.inc = FALSE,
label.minor = "glmnet")
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Max.cor.Y.rcv.1X1", type = glb_model_type, trainControl.method = "none",
train.method = "glmnet")),
indepVar = max_cor_y_x_vars, rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
if (glbMdlCheckRcv) {
# rcv_n_folds == 1 & rcv_n_repeats > 1 crashes
for (rcv_n_folds in seq(3, glb_rcv_n_folds + 2, 2))
for (rcv_n_repeats in seq(1, glb_rcv_n_repeats + 2, 2)) {
# Experiment specific code to avoid caret crash
# lcl_tune_models_df <- rbind(data.frame()
# ,data.frame(method = "glmnet", parameter = "alpha",
# vals = "0.100 0.325 0.550 0.775 1.000")
# ,data.frame(method = "glmnet", parameter = "lambda",
# vals = "9.342e-02")
# )
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst =
list(
id.prefix = paste0("Max.cor.Y.rcv.", rcv_n_folds, "X", rcv_n_repeats),
type = glb_model_type,
# tune.df = lcl_tune_models_df,
trainControl.method = "repeatedcv",
trainControl.number = rcv_n_folds,
trainControl.repeats = rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
train.method = "glmnet", train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize)),
indepVar = max_cor_y_x_vars, rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
}
# Add parallel coordinates graph of glb_models_df[, glbMdlMetricsEval] to evaluate cv parameters
tmp_models_cols <- c("id", "max.nTuningRuns",
glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)],
grep("opt.", names(glb_models_df), fixed = TRUE, value = TRUE))
print(myplot_parcoord(obs_df = subset(glb_models_df,
grepl("Max.cor.Y.rcv.", id, fixed = TRUE),
select = -feats)[, tmp_models_cols],
id_var = "id"))
}
# Useful for stacking decisions
# fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
# paste0("fit.models_0_", "Max.cor.Y[rcv.1X1.cp.0|]"), major.inc = FALSE,
# label.minor = "rpart")
#
# ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
# id.prefix = "Max.cor.Y.rcv.1X1.cp.0", type = glb_model_type, trainControl.method = "none",
# train.method = "rpart",
# tune.df=data.frame(method="rpart", parameter="cp", min=0.0, max=0.0, by=0.1))),
# indepVar=max_cor_y_x_vars, rsp_var=glb_rsp_var,
# fit_df=glbObsFit, OOB_df=glbObsOOB)
#stop(here"); glb2Sav(); all.equal(glb_models_df, sav_models_df)
# if (glb_is_regression || glb_is_binomial) # For multinomials this model will be run next by default
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Max.cor.Y",
type = glb_model_type, trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds,
trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = "rpart")),
indepVar = max_cor_y_x_vars, rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
if ((length(glbFeatsDateTime) > 0) &&
(sum(grepl(paste(names(glbFeatsDateTime), "\\.day\\.minutes\\.poly\\.", sep = ""),
names(glbObsAll))) > 0)) {
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Max.cor.Y.Time.Poly"), major.inc = FALSE,
label.minor = "glmnet")
indepVars <- c(max_cor_y_x_vars,
grep(paste(names(glbFeatsDateTime), "\\.day\\.minutes\\.poly\\.", sep = ""),
names(glbObsAll), value = TRUE))
indepVars <- myadjustInteractionFeats(glb_feats_df, indepVars)
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Max.cor.Y.Time.Poly",
type = glb_model_type, trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = "glmnet")),
indepVar = indepVars,
rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
}
if ((length(glbFeatsDateTime) > 0) &&
(sum(grepl(paste(names(glbFeatsDateTime), "\\.last[[:digit:]]", sep = ""),
names(glbObsAll))) > 0)) {
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Max.cor.Y.Time.Lag"), major.inc = FALSE,
label.minor = "glmnet")
indepVars <- c(max_cor_y_x_vars,
grep(paste(names(glbFeatsDateTime), "\\.last[[:digit:]]", sep = ""),
names(glbObsAll), value = TRUE))
indepVars <- myadjustInteractionFeats(glb_feats_df, indepVars)
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Max.cor.Y.Time.Lag",
type = glb_model_type,
tune.df = glbMdlTuneParams,
trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = "glmnet")),
indepVar = indepVars,
rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
}
if (length(glbFeatsText) > 0) {
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Txt.*"), major.inc = FALSE,
label.minor = "glmnet")
indepVars <- c(max_cor_y_x_vars)
for (txtFeat in names(glbFeatsText))
indepVars <- union(indepVars,
grep(paste(str_to_upper(substr(txtFeat, 1, 1)), "\\.(?!([T|P]\\.))", sep = ""),
names(glbObsAll), perl = TRUE, value = TRUE))
indepVars <- myadjustInteractionFeats(glb_feats_df, indepVars)
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Max.cor.Y.Text.nonTP",
type = glb_model_type,
tune.df = glbMdlTuneParams,
trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = "glmnet")),
indepVar = indepVars,
rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
indepVars <- c(max_cor_y_x_vars)
for (txtFeat in names(glbFeatsText))
indepVars <- union(indepVars,
grep(paste(str_to_upper(substr(txtFeat, 1, 1)), "\\.T\\.", sep = ""),
names(glbObsAll), perl = TRUE, value = TRUE))
indepVars <- myadjustInteractionFeats(glb_feats_df, indepVars)
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Max.cor.Y.Text.onlyT",
type = glb_model_type,
tune.df = glbMdlTuneParams,
trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = "glmnet")),
indepVar = indepVars,
rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
indepVars <- c(max_cor_y_x_vars)
for (txtFeat in names(glbFeatsText))
indepVars <- union(indepVars,
grep(paste(str_to_upper(substr(txtFeat, 1, 1)), "\\.P\\.", sep = ""),
names(glbObsAll), perl = TRUE, value = TRUE))
indepVars <- myadjustInteractionFeats(glb_feats_df, indepVars)
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Max.cor.Y.Text.onlyP",
type = glb_model_type,
tune.df = glbMdlTuneParams,
trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = "glmnet")),
indepVar = indepVars,
rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
}
# Interactions.High.cor.Y
if (length(int_feats <- setdiff(setdiff(unique(glb_feats_df$cor.high.X), NA),
subset(glb_feats_df, nzv)$id)) > 0) {
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Interact.High.cor.Y"), major.inc = FALSE,
label.minor = "glmnet")
ret_lst <- myfit_mdl(mdl_specs_lst=myinit_mdl_specs_lst(mdl_specs_lst=list(
id.prefix="Interact.High.cor.Y",
type=glb_model_type, trainControl.method="repeatedcv",
trainControl.number=glb_rcv_n_folds, trainControl.repeats=glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method="glmnet")),
indepVar=c(max_cor_y_x_vars, paste(max_cor_y_x_vars[1], int_feats, sep=":")),
rsp_var=glb_rsp_var,
fit_df=glbObsFit, OOB_df=glbObsOOB)
}
# Low.cor.X
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df,
paste0("fit.models_0_", "Low.cor.X"), major.inc = FALSE,
label.minor = "glmnet")
indepVar <- mygetIndepVar(glb_feats_df)
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = "Low.cor.X",
type = glb_model_type,
tune.df = glbMdlTuneParams,
trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = "glmnet")),
indepVar = indepVar, rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
fit.models_0_chunk_df <-
myadd_chunk(fit.models_0_chunk_df, "fit.models_0_end", major.inc = FALSE,
label.minor = "teardown")
rm(ret_lst)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc = FALSE)
## label step_major step_minor label_minor bgn end elapsed
## 1 fit.models_1_bgn 1 0 setup 81.862 NA NA
## label step_major step_minor label_minor bgn end
## 1 fit.models_1_bgn 1 0 setup 81.862 81.871
## 2 fit.models_1_All.X 1 1 setup 81.872 NA
## elapsed
## 1 0.01
## 2 NA
## label step_major step_minor label_minor bgn end
## 2 fit.models_1_All.X 1 1 setup 81.872 81.879
## 3 fit.models_1_All.X 1 2 glmnet 81.879 NA
## elapsed
## 2 0.007
## 3 NA
## [1] "skipping fitting model: All.X##rcv#glmnet"
## label step_major step_minor label_minor bgn end
## 3 fit.models_1_All.X 1 2 glmnet 81.879 81.885
## 4 fit.models_1_All.X 1 3 glm 81.886 NA
## elapsed
## 3 0.006
## 4 NA
## [1] "skipping fitting model: All.X##rcv#glm"
## label step_major step_minor label_minor bgn end
## 4 fit.models_1_All.X 1 3 glm 81.886 81.894
## 5 fit.models_1_preProc 1 4 preProc 81.894 NA
## elapsed
## 4 0.008
## 5 NA
## Loading required package: gdata
## gdata: read.xls support for 'XLS' (Excel 97-2004) files ENABLED.
##
## gdata: read.xls support for 'XLSX' (Excel 2007+) files ENABLED.
##
## Attaching package: 'gdata'
## The following objects are masked from 'package:dplyr':
##
## combine, first, last
## The following object is masked from 'package:stats':
##
## nobs
## The following object is masked from 'package:utils':
##
## object.size
## [1] "skipping fitting model: All.X#zv#rcv#glmnet"
## [1] "skipping fitting model: All.X#nzv#rcv#glmnet"
## [1] "skipping fitting model: All.X#BoxCox#rcv#glmnet"
## [1] "skipping fitting model: All.X#YeoJohnson#rcv#glmnet"
## [1] "skipping fitting model: All.X#expoTrans#rcv#glmnet"
## [1] "skipping fitting model: All.X#center#rcv#glmnet"
## [1] "skipping fitting model: All.X#scale#rcv#glmnet"
## [1] "skipping fitting model: All.X#center.scale#rcv#glmnet"
## [1] "skipping fitting model: All.X#range#rcv#glmnet"
## [1] "skipping fitting model: All.X#zv.pca#rcv#glmnet"
## [1] "skipping fitting model: All.X#ica#rcv#glmnet"
## [1] "skipping fitting model: All.X#spatialSign#rcv#glmnet"
## [1] "skipping fitting model: All.X#conditionalX#rcv#glmnet"
## [1] "skipping fitting model: All.X#nzv.spatialSign#rcv#glmnet"
## min.elapsedtime.everything
## Random###myrandom_classfr 0.265
## MFO###myMFO_classfr 0.399
## Max.cor.Y.rcv.1X1###glmnet 0.753
## Max.cor.Y##rcv#rpart 1.624
## Interact.High.cor.Y##rcv#glmnet 5.284
## All.X##rcv#glm 14.312
## All.X#conditionalX#rcv#glmnet 22.580
## All.X##rcv#glmnet 22.609
## Low.cor.X##rcv#glmnet 22.775
## All.X#zv#rcv#glmnet 23.568
## All.X#scale#rcv#glmnet 26.279
## All.X#center#rcv#glmnet 26.891
## All.X#range#rcv#glmnet 28.776
## All.X#BoxCox#rcv#glmnet 29.405
## All.X#center.scale#rcv#glmnet 30.287
## All.X#nzv#rcv#glmnet 36.115
## All.X#spatialSign#rcv#glmnet 36.885
## All.X#ica#rcv#glmnet 41.240
## All.X#nzv.spatialSign#rcv#glmnet 52.416
## All.X#YeoJohnson#rcv#glmnet 58.542
## All.X#expoTrans#rcv#glmnet 70.569
## All.X#zv.pca#rcv#glmnet 77.239
## label step_major step_minor label_minor bgn end
## 5 fit.models_1_preProc 1 4 preProc 81.894 85.52
## 6 fit.models_1_end 1 5 teardown 85.520 NA
## elapsed
## 5 3.626
## 6 NA
## label step_major step_minor label_minor bgn end elapsed
## 1 fit.models_1 1 0 0 9.525 85.526 76.002
## 2 fit.models 1 1 1 85.527 NA NA
fit.models_2_chunk_df <-
myadd_chunk(NULL, "fit.models_2_bgn", label.minor = "setup")
## label step_major step_minor label_minor bgn end elapsed
## 1 fit.models_2_bgn 1 0 setup 85.637 NA NA
require(reshape2)
## Loading required package: reshape2
plt_models_df <- glb_models_df[, -grep("SD|Upper|Lower", names(glb_models_df))]
for (var in grep("^min.", names(plt_models_df), value=TRUE)) {
plt_models_df[, sub("min.", "inv.", var)] <-
#ifelse(all(is.na(tmp <- plt_models_df[, var])), NA, 1.0 / tmp)
1.0 / plt_models_df[, var]
plt_models_df <- plt_models_df[ , -grep(var, names(plt_models_df))]
}
# print(plt_models_df)
# print(myplot_radar(radar_inp_df=plt_models_df))
# print(myplot_radar(radar_inp_df=subset(plt_models_df,
# !(mdl_id %in% grep("random|MFO", plt_models_df$id, value=TRUE)))))
# Compute CI for <metric>SD
glb_models_df <- mutate(glb_models_df,
max.df = ifelse(max.nTuningRuns > 1, max.nTuningRuns - 1, NA),
min.sd2ci.scaler = ifelse(is.na(max.df), NA, qt(0.975, max.df)))
for (var in grep("SD", names(glb_models_df), value=TRUE)) {
# Does CI alredy exist ?
var_components <- unlist(strsplit(var, "SD"))
varActul <- paste0(var_components[1], var_components[2])
varUpper <- paste0(var_components[1], "Upper", var_components[2])
varLower <- paste0(var_components[1], "Lower", var_components[2])
if (varUpper %in% names(glb_models_df)) {
warning(varUpper, " already exists in glb_models_df")
# Assuming Lower also exists
next
}
print(sprintf("var:%s", var))
# CI is dependent on sample size in t distribution; df=n-1
glb_models_df[, varUpper] <- glb_models_df[, varActul] +
glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
glb_models_df[, varLower] <- glb_models_df[, varActul] -
glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
}
## Warning: max.AccuracyUpper.fit already exists in glb_models_df
## [1] "var:max.KappaSD.fit"
# Plot metrics with CI
plt_models_df <- glb_models_df[, "id", FALSE]
pltCI_models_df <- glb_models_df[, "id", FALSE]
for (var in grep("Upper", names(glb_models_df), value=TRUE)) {
var_components <- unlist(strsplit(var, "Upper"))
col_name <- unlist(paste(var_components, collapse=""))
plt_models_df[, col_name] <- glb_models_df[, col_name]
for (name in paste0(var_components[1], c("Upper", "Lower"), var_components[2]))
pltCI_models_df[, name] <- glb_models_df[, name]
}
build_statsCI_data <- function(plt_models_df) {
mltd_models_df <- melt(plt_models_df, id.vars="id")
mltd_models_df$data <- sapply(1:nrow(mltd_models_df),
function(row_ix) tail(unlist(strsplit(as.character(
mltd_models_df[row_ix, "variable"]), "[.]")), 1))
mltd_models_df$label <- sapply(1:nrow(mltd_models_df),
function(row_ix) head(unlist(strsplit(as.character(
mltd_models_df[row_ix, "variable"]),
paste0(".", mltd_models_df[row_ix, "data"]))), 1))
#print(mltd_models_df)
return(mltd_models_df)
}
mltd_models_df <- build_statsCI_data(plt_models_df)
mltdCI_models_df <- melt(pltCI_models_df, id.vars="id")
for (row_ix in 1:nrow(mltdCI_models_df)) {
for (type in c("Upper", "Lower")) {
if (length(var_components <- unlist(strsplit(
as.character(mltdCI_models_df[row_ix, "variable"]), type))) > 1) {
#print(sprintf("row_ix:%d; type:%s; ", row_ix, type))
mltdCI_models_df[row_ix, "label"] <- var_components[1]
mltdCI_models_df[row_ix, "data"] <-
unlist(strsplit(var_components[2], "[.]"))[2]
mltdCI_models_df[row_ix, "type"] <- type
break
}
}
}
wideCI_models_df <- reshape(subset(mltdCI_models_df, select=-variable),
timevar="type",
idvar=setdiff(names(mltdCI_models_df), c("type", "value", "variable")),
direction="wide")
#print(wideCI_models_df)
mrgdCI_models_df <- merge(wideCI_models_df, mltd_models_df, all.x=TRUE)
#print(mrgdCI_models_df)
# Merge stats back in if CIs don't exist
goback_vars <- c()
for (var in unique(mltd_models_df$label)) {
for (type in unique(mltd_models_df$data)) {
var_type <- paste0(var, ".", type)
# if this data is already present, next
if (var_type %in% unique(paste(mltd_models_df$label, mltd_models_df$data,
sep=".")))
next
#print(sprintf("var_type:%s", var_type))
goback_vars <- c(goback_vars, var_type)
}
}
if (length(goback_vars) > 0) {
mltd_goback_df <- build_statsCI_data(glb_models_df[, c("id", goback_vars)])
mltd_models_df <- rbind(mltd_models_df, mltd_goback_df)
}
# mltd_models_df <- merge(mltd_models_df, glb_models_df[, c("id", "model_method")],
# all.x=TRUE)
png(paste0(glbOut$pfx, "models_bar.png"), width=480*3, height=480*2)
#print(gp <- myplot_bar(mltd_models_df, "id", "value", colorcol_name="model_method") +
print(gp <- myplot_bar(df=mltd_models_df, xcol_name="id", ycol_names="value") +
geom_errorbar(data=mrgdCI_models_df,
mapping=aes(x= id, ymax=value.Upper, ymin=value.Lower), width=0.5) +
facet_grid(label ~ data, scales="free") +
theme(axis.text.x = element_text(angle = 90,vjust = 0.5)))
## Loading required package: RColorBrewer
## Warning: Removed 4 rows containing missing values (geom_errorbar).
dev.off()
## quartz_off_screen
## 2
print(gp)
## Warning: Removed 4 rows containing missing values (geom_errorbar).
dsp_models_cols <- c("id",
glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)],
grep("opt.", names(glb_models_df), fixed = TRUE, value = TRUE))
# if (glb_is_classification && glb_is_binomial)
# dsp_models_cols <- c(dsp_models_cols, "opt.prob.threshold.OOB")
print(dsp_models_df <- orderBy(glbgetModelSelectFormula(), glb_models_df)[, dsp_models_cols])
## id max.Accuracy.OOB max.AUCROCR.OOB
## 22 All.X#nzv.spatialSign#rcv#glmnet 0.5820628 0.5787416
## 20 All.X#spatialSign#rcv#glmnet 0.5811659 0.5793099
## 10 All.X#nzv#rcv#glmnet 0.5775785 0.5766539
## 13 All.X#expoTrans#rcv#glmnet 0.5775785 0.5745421
## 12 All.X#YeoJohnson#rcv#glmnet 0.5775785 0.5744824
## 6 Low.cor.X##rcv#glmnet 0.5766816 0.5757966
## 7 All.X##rcv#glmnet 0.5766816 0.5757966
## 9 All.X#zv#rcv#glmnet 0.5766816 0.5757966
## 11 All.X#BoxCox#rcv#glmnet 0.5766816 0.5757966
## 14 All.X#center#rcv#glmnet 0.5766816 0.5757966
## 15 All.X#scale#rcv#glmnet 0.5766816 0.5757966
## 16 All.X#center.scale#rcv#glmnet 0.5766816 0.5757966
## 17 All.X#range#rcv#glmnet 0.5766816 0.5757966
## 21 All.X#conditionalX#rcv#glmnet 0.5766816 0.5757966
## 18 All.X#zv.pca#rcv#glmnet 0.5748879 0.5798104
## 8 All.X##rcv#glm 0.5650224 0.5687249
## 19 All.X#ica#rcv#glmnet 0.5354260 0.5360626
## 5 Interact.High.cor.Y##rcv#glmnet 0.5345291 0.5242069
## 2 Random###myrandom_classfr 0.5300448 0.5181895
## 3 Max.cor.Y.rcv.1X1###glmnet 0.5300448 0.5102459
## 4 Max.cor.Y##rcv#rpart 0.5300448 0.5000646
## 1 MFO###myMFO_classfr 0.5300448 0.5000000
## max.AUCpROC.OOB max.Accuracy.fit opt.prob.threshold.fit
## 22 0.5572148 0.6478785 0.50
## 20 0.5570372 0.6492270 0.50
## 10 0.5550900 0.6475806 0.50
## 13 0.5559554 0.6463076 0.50
## 12 0.5559554 0.6465321 0.50
## 6 0.5588180 0.6471308 0.50
## 7 0.5588180 0.6471308 0.50
## 9 0.5588180 0.6471308 0.50
## 11 0.5588180 0.6471308 0.50
## 14 0.5588180 0.6471308 0.50
## 15 0.5588180 0.6471308 0.50
## 16 0.5588180 0.6471308 0.50
## 17 0.5588180 0.6471308 0.50
## 21 0.5588180 0.6471308 0.50
## 18 0.5717247 0.6421158 0.50
## 8 0.5487933 0.6254219 0.50
## 19 0.5133442 0.5607462 0.50
## 5 0.5218093 0.6250526 0.50
## 2 0.4836608 0.5299798 0.55
## 3 0.4999322 0.6240737 0.45
## 4 0.4999322 0.6227308 0.50
## 1 0.5000000 0.5299798 0.50
## opt.prob.threshold.OOB
## 22 0.60
## 20 0.60
## 10 0.60
## 13 0.55
## 12 0.55
## 6 0.55
## 7 0.55
## 9 0.55
## 11 0.55
## 14 0.55
## 15 0.55
## 16 0.55
## 17 0.55
## 21 0.55
## 18 0.50
## 8 0.65
## 19 0.55
## 5 0.70
## 2 0.55
## 3 0.65
## 4 0.65
## 1 0.50
# print(myplot_radar(radar_inp_df = dsp_models_df))
print("Metrics used for model selection:"); print(glbgetModelSelectFormula())
## [1] "Metrics used for model selection:"
## ~-max.Accuracy.OOB - max.AUCROCR.OOB - max.AUCpROC.OOB - max.Accuracy.fit -
## opt.prob.threshold.OOB
## <environment: 0x7fe044d8ff90>
print(sprintf("Best model id: %s", dsp_models_df[1, "id"]))
## [1] "Best model id: All.X#nzv.spatialSign#rcv#glmnet"
glb_get_predictions <- function(df, mdl_id, rsp_var, prob_threshold_def=NULL, verbose=FALSE) {
mdl <- glb_models_lst[[mdl_id]]
clmnNames <- mygetPredictIds(rsp_var, mdl_id)
predct_var_name <- clmnNames$value
predct_prob_var_name <- clmnNames$prob
predct_accurate_var_name <- clmnNames$is.acc
predct_error_var_name <- clmnNames$err
predct_erabs_var_name <- clmnNames$err.abs
if (glb_is_regression) {
df[, predct_var_name] <- predict(mdl, newdata=df, type="raw")
if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_var_name) +
facet_wrap(reformulate(glbFeatsCategory), scales = "free") +
stat_smooth(method="glm"))
df[, predct_error_var_name] <- df[, predct_var_name] - df[, glb_rsp_var]
if (verbose) print(myplot_scatter(df, predct_var_name, predct_error_var_name) +
#facet_wrap(reformulate(glbFeatsCategory), scales = "free") +
stat_smooth(method="auto"))
if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_error_var_name) +
#facet_wrap(reformulate(glbFeatsCategory), scales = "free") +
stat_smooth(method="glm"))
df[, predct_erabs_var_name] <- abs(df[, predct_error_var_name])
if (verbose) print(head(orderBy(reformulate(c("-", predct_erabs_var_name)), df)))
df[, predct_accurate_var_name] <- (df[, glb_rsp_var] == df[, predct_var_name])
}
if (glb_is_classification && glb_is_binomial) {
prob_threshold <- glb_models_df[glb_models_df$id == mdl_id,
"opt.prob.threshold.OOB"]
if (is.null(prob_threshold) || is.na(prob_threshold)) {
warning("Using default probability threshold: ", prob_threshold_def)
if (is.null(prob_threshold <- prob_threshold_def))
stop("Default probability threshold is NULL")
}
df[, predct_prob_var_name] <- predict(mdl, newdata = df, type = "prob")[, 2]
df[, predct_var_name] <-
factor(levels(df[, glb_rsp_var])[
(df[, predct_prob_var_name] >=
prob_threshold) * 1 + 1], levels(df[, glb_rsp_var]))
# if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_var_name) +
# facet_wrap(reformulate(glbFeatsCategory), scales = "free") +
# stat_smooth(method="glm"))
df[, predct_error_var_name] <- df[, predct_var_name] != df[, glb_rsp_var]
# if (verbose) print(myplot_scatter(df, predct_var_name, predct_error_var_name) +
# #facet_wrap(reformulate(glbFeatsCategory), scales = "free") +
# stat_smooth(method="auto"))
# if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_error_var_name) +
# #facet_wrap(reformulate(glbFeatsCategory), scales = "free") +
# stat_smooth(method="glm"))
# if prediction is a TP (true +ve), measure distance from 1.0
tp <- which((df[, predct_var_name] == df[, glb_rsp_var]) &
(df[, predct_var_name] == levels(df[, glb_rsp_var])[2]))
df[tp, predct_erabs_var_name] <- abs(1 - df[tp, predct_prob_var_name])
#rowIx <- which.max(df[tp, predct_erabs_var_name]); df[tp, c(glbFeatsId, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]
# if prediction is a TN (true -ve), measure distance from 0.0
tn <- which((df[, predct_var_name] == df[, glb_rsp_var]) &
(df[, predct_var_name] == levels(df[, glb_rsp_var])[1]))
df[tn, predct_erabs_var_name] <- abs(0 - df[tn, predct_prob_var_name])
#rowIx <- which.max(df[tn, predct_erabs_var_name]); df[tn, c(glbFeatsId, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]
# if prediction is a FP (flse +ve), measure distance from 0.0
fp <- which((df[, predct_var_name] != df[, glb_rsp_var]) &
(df[, predct_var_name] == levels(df[, glb_rsp_var])[2]))
df[fp, predct_erabs_var_name] <- abs(0 - df[fp, predct_prob_var_name])
#rowIx <- which.max(df[fp, predct_erabs_var_name]); df[fp, c(glbFeatsId, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]
# if prediction is a FN (flse -ve), measure distance from 1.0
fn <- which((df[, predct_var_name] != df[, glb_rsp_var]) &
(df[, predct_var_name] == levels(df[, glb_rsp_var])[1]))
df[fn, predct_erabs_var_name] <- abs(1 - df[fn, predct_prob_var_name])
#rowIx <- which.max(df[fn, predct_erabs_var_name]); df[fn, c(glbFeatsId, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]
if (verbose) print(head(orderBy(reformulate(c("-", predct_erabs_var_name)), df)))
df[, predct_accurate_var_name] <- (df[, glb_rsp_var] == df[, predct_var_name])
}
if (glb_is_classification && !glb_is_binomial) {
df[, predct_var_name] <- predict(mdl, newdata = df, type = "raw")
probCls <- predict(mdl, newdata = df, type = "prob")
df[, predct_prob_var_name] <- NA
for (cls in names(probCls)) {
mask <- (df[, predct_var_name] == cls)
df[mask, predct_prob_var_name] <- probCls[mask, cls]
}
if (verbose) print(myplot_histogram(df, predct_prob_var_name,
fill_col_name = predct_var_name))
if (verbose) print(myplot_histogram(df, predct_prob_var_name,
facet_frmla = paste0("~", glb_rsp_var)))
df[, predct_error_var_name] <- df[, predct_var_name] != df[, glb_rsp_var]
# if prediction is erroneous, measure predicted class prob from actual class prob
df[, predct_erabs_var_name] <- 0
for (cls in names(probCls)) {
mask <- (df[, glb_rsp_var] == cls) & (df[, predct_error_var_name])
df[mask, predct_erabs_var_name] <- probCls[mask, cls]
}
df[, predct_accurate_var_name] <- (df[, glb_rsp_var] == df[, predct_var_name])
}
return(df)
}
#stop(here"); glb2Sav(); glbObsAll <- savObsAll; glbObsTrn <- savObsTrn; glbObsFit <- savObsFit; glbObsOOB <- savObsOOB; sav_models_df <- glb_models_df; glb_models_df <- sav_models_df; glb_featsimp_df <- sav_featsimp_df
myget_category_stats <- function(obs_df, mdl_id, label) {
require(dplyr)
require(lazyeval)
predct_var_name <- mygetPredictIds(glb_rsp_var, mdl_id)$value
predct_error_var_name <- mygetPredictIds(glb_rsp_var, mdl_id)$err.abs
if (!predct_var_name %in% names(obs_df))
obs_df <- glb_get_predictions(obs_df, mdl_id, glb_rsp_var)
tmp_obs_df <- obs_df[, c(glbFeatsCategory, glb_rsp_var,
predct_var_name, predct_error_var_name)]
# tmp_obs_df <- obs_df %>%
# dplyr::select_(glbFeatsCategory, glb_rsp_var, predct_var_name, predct_error_var_name)
#dplyr::rename(startprice.log10.predict.RFE.X.glmnet.err=error_abs_OOB)
names(tmp_obs_df)[length(names(tmp_obs_df))] <- paste0("err.abs.", label)
ret_ctgry_df <- tmp_obs_df %>%
dplyr::group_by_(glbFeatsCategory) %>%
dplyr::summarise_(#interp(~sum(abs(var)), var=as.name(glb_rsp_var)),
interp(~sum(var), var=as.name(paste0("err.abs.", label))),
interp(~mean(var), var=as.name(paste0("err.abs.", label))),
interp(~n()))
names(ret_ctgry_df) <- c(glbFeatsCategory,
#paste0(glb_rsp_var, ".abs.", label, ".sum"),
paste0("err.abs.", label, ".sum"),
paste0("err.abs.", label, ".mean"),
paste0(".n.", label))
ret_ctgry_df <- dplyr::ungroup(ret_ctgry_df)
#colSums(ret_ctgry_df[, -grep(glbFeatsCategory, names(ret_ctgry_df))])
return(ret_ctgry_df)
}
#print(colSums((ctgry_df <- myget_category_stats(obs_df=glbObsFit, mdl_id="", label="fit"))[, -grep(glbFeatsCategory, names(ctgry_df))]))
if (!is.null(glb_mdl_ensemble)) {
fit.models_2_chunk_df <- myadd_chunk(fit.models_2_chunk_df,
paste0("fit.models_2_", mdl_id_pfx), major.inc = TRUE,
label.minor = "ensemble")
mdl_id_pfx <- "Ensemble"
if (#(glb_is_regression) |
((glb_is_classification) & (!glb_is_binomial)))
stop("Ensemble models not implemented yet for multinomial classification")
mygetEnsembleAutoMdlIds <- function() {
tmp_models_df <- orderBy(glbgetModelSelectFormula(), glb_models_df)
row.names(tmp_models_df) <- tmp_models_df$id
mdl_threshold_pos <-
min(which(grepl("MFO|Random|Baseline", tmp_models_df$id))) - 1
mdlIds <- tmp_models_df$id[1:mdl_threshold_pos]
return(mdlIds[!grepl("Ensemble", mdlIds)])
}
if (glb_mdl_ensemble == "auto") {
glb_mdl_ensemble <- mygetEnsembleAutoMdlIds()
mdl_id_pfx <- paste0(mdl_id_pfx, ".auto")
} else if (grepl("^%<d-%", glb_mdl_ensemble)) {
glb_mdl_ensemble <- eval(parse(text =
str_trim(unlist(strsplit(glb_mdl_ensemble, "%<d-%"))[2])))
}
for (mdl_id in glb_mdl_ensemble) {
if (!(mdl_id %in% names(glb_models_lst))) {
warning("Model ", mdl_id, " in glb_model_ensemble not found !")
next
}
glbObsFit <- glb_get_predictions(df = glbObsFit, mdl_id, glb_rsp_var)
glbObsOOB <- glb_get_predictions(df = glbObsOOB, mdl_id, glb_rsp_var)
}
#mdl_id_pfx <- "Ensemble.RFE"; mdlId <- paste0(mdl_id_pfx, ".glmnet")
#glb_mdl_ensemble <- gsub(mygetPredictIds$value, "", grep("RFE\\.X\\.(?!Interact)", row.names(glb_featsimp_df), perl = TRUE, value = TRUE), fixed = TRUE)
#varImp(glb_models_lst[[mdlId]])
#cor_df <- data.frame(cor=cor(glbObsFit[, glb_rsp_var], glbObsFit[, paste(mygetPredictIds$value, glb_mdl_ensemble)], use="pairwise.complete.obs"))
#glbObsFit <- glb_get_predictions(df=glbObsFit, "Ensemble.glmnet", glb_rsp_var);print(colSums((ctgry_df <- myget_category_stats(obs_df=glbObsFit, mdl_id="Ensemble.glmnet", label="fit"))[, -grep(glbFeatsCategory, names(ctgry_df))]))
### bid0_sp
# Better than MFO; models.n=28; min.RMSE.fit=0.0521233; err.abs.fit.sum=7.3631895
# old: Top x from auto; models.n= 5; min.RMSE.fit=0.06311047; err.abs.fit.sum=9.5937080
# RFE only ; models.n=16; min.RMSE.fit=0.05148588; err.abs.fit.sum=7.2875091
# RFE subset only ;models.n= 5; min.RMSE.fit=0.06040702; err.abs.fit.sum=9.059088
# RFE subset only ;models.n= 9; min.RMSE.fit=0.05933167; err.abs.fit.sum=8.7421288
# RFE subset only ;models.n=15; min.RMSE.fit=0.0584607; err.abs.fit.sum=8.5902066
# RFE subset only ;models.n=17; min.RMSE.fit=0.05496899; err.abs.fit.sum=8.0170431
# RFE subset only ;models.n=18; min.RMSE.fit=0.05441577; err.abs.fit.sum=7.837223
# RFE subset only ;models.n=16; min.RMSE.fit=0.05441577; err.abs.fit.sum=7.837223
### bid0_sp
### bid1_sp
# "auto"; err.abs.fit.sum=76.699774; min.RMSE.fit=0.2186429
# "RFE.X.*"; err.abs.fit.sum=; min.RMSE.fit=0.221114
### bid1_sp
indepVar <- paste(mygetPredictIds(glb_rsp_var)$value, glb_mdl_ensemble, sep = "")
if (glb_is_classification)
indepVar <- paste(indepVar, ".prob", sep = "")
# Some models in glb_mdl_ensemble might not be fitted e.g. RFE.X.Interact
indepVar <- intersect(indepVar, names(glbObsFit))
# indepVar <- grep(mygetPredictIds(glb_rsp_var)$value, names(glbObsFit), fixed=TRUE, value=TRUE)
# if (glb_is_regression)
# indepVar <- indepVar[!grepl("(err\\.abs|accurate)$", indepVar)]
# if (glb_is_classification && glb_is_binomial)
# indepVar <- grep("prob$", indepVar, value=TRUE) else
# indepVar <- indepVar[!grepl("err$", indepVar)]
#rfe_fit_ens_results <- myrun_rfe(glbObsFit, indepVar)
for (method in c("glm", "glmnet")) {
for (trainControlMethod in
c("boot", "boot632", "cv", "repeatedcv"
#, "LOOCV" # tuneLength * nrow(fitDF)
, "LGOCV", "adaptive_cv"
#, "adaptive_boot" #error: adaptive$min should be less than 3
#, "adaptive_LGOCV" #error: adaptive$min should be less than 3
)) {
#sav_models_df <- glb_models_df; all.equal(sav_models_df, glb_models_df)
#glb_models_df <- sav_models_df; print(glb_models_df$id)
if ((method == "glm") && (trainControlMethod != "repeatedcv"))
# glm used only to identify outliers
next
ret_lst <- myfit_mdl(
mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = paste0(mdl_id_pfx, ".", trainControlMethod),
type = glb_model_type, tune.df = NULL,
trainControl.method = trainControlMethod,
trainControl.number = glb_rcv_n_folds,
trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = method)),
indepVar = indepVar, rsp_var = glb_rsp_var,
fit_df = glbObsFit, OOB_df = glbObsOOB)
}
}
dsp_models_df <- glbgetDisplayModelsDf()
}
if (is.null(glbMdlSelId))
glbMdlSelId <- dsp_models_df[1, "id"] else
print(sprintf("User specified selection: %s", glbMdlSelId))
# knitr crashes sometimes with plot.glmnet
if (!(is.null(knitr::opts_current$get(name = 'label'))) &&
(myparseMdlId(glbMdlSelId)$alg == "glmnet"))
print(glb_sel_mdl <- glb_models_lst[[glbMdlSelId]]) else
myprint_mdl(glb_sel_mdl <- glb_models_lst[[glbMdlSelId]])
## glmnet
##
## Pre-processing: spatial sign transformation (234), centered (234),
## scaled (234), remove (13)
## Resampling: Cross-Validated (3 fold, repeated 3 times)
## Summary of sample sizes: 2969, 2969, 2968, 2968, 2970, 2968, ...
## Resampling results across tuning parameters:
##
## alpha lambda Accuracy Kappa
## 0.100 0.0001367641 0.6281178 0.2538789
## 0.100 0.0006348029 0.6278183 0.2532785
## 0.100 0.0029464940 0.6267705 0.2510693
## 0.100 0.0136764135 0.6378488 0.2731483
## 0.100 0.0634802881 0.6478785 0.2918534
## 0.325 0.0001367641 0.6276684 0.2529389
## 0.325 0.0006348029 0.6273689 0.2523249
## 0.325 0.0029464940 0.6303640 0.2583022
## 0.325 0.0136764135 0.6405436 0.2783903
## 0.325 0.0634802881 0.6421160 0.2783972
## 0.550 0.0001367641 0.6276684 0.2529515
## 0.550 0.0006348029 0.6264715 0.2504562
## 0.550 0.0029464940 0.6347800 0.2671425
## 0.550 0.0136764135 0.6437612 0.2849926
## 0.550 0.0634802881 0.6332084 0.2631438
## 0.775 0.0001367641 0.6277434 0.2531093
## 0.775 0.0006348029 0.6265459 0.2505726
## 0.775 0.0029464940 0.6371001 0.2718719
## 0.775 0.0136764135 0.6457079 0.2887547
## 0.775 0.0634802881 0.6272200 0.2527699
## 1.000 0.0001367641 0.6275935 0.2528092
## 1.000 0.0006348029 0.6272946 0.2520857
## 1.000 0.0029464940 0.6379975 0.2736390
## 1.000 0.0136764135 0.6442115 0.2854022
## 1.000 0.0634802881 0.6216071 0.2386316
##
## Accuracy was used to select the optimal model using the largest value.
## The final values used for the model were alpha = 0.1 and lambda
## = 0.06348029.
# From here to save(), this should all be in one function
# these are executed in the same seq twice more:
# fit.data.training & predict.data.new chunks
print(sprintf("%s fit prediction diagnostics:", glbMdlSelId))
## [1] "All.X#nzv.spatialSign#rcv#glmnet fit prediction diagnostics:"
glbObsFit <- glb_get_predictions(df = glbObsFit, mdl_id = glbMdlSelId,
rsp_var = glb_rsp_var)
## Loading required package: glmnet
## Loading required package: Matrix
## Loaded glmnet 2.0-5
print(sprintf("%s OOB prediction diagnostics:", glbMdlSelId))
## [1] "All.X#nzv.spatialSign#rcv#glmnet OOB prediction diagnostics:"
glbObsOOB <- glb_get_predictions(df = glbObsOOB, mdl_id = glbMdlSelId,
rsp_var = glb_rsp_var)
print(glb_featsimp_df <- myget_feats_importance(mdl = glb_sel_mdl, featsimp_df = NULL))
## All.X.nzv.spatialSign.rcv.glmnet.imp
## Q109244.fctrYes 100.0000000
## Q109244.fctrNo 53.5018077
## Q98197.fctrNo 29.1506816
## Q115611.fctrYes 27.3762077
## Q115611.fctrNo 18.9919340
## Q113181.fctrYes 18.3320271
## Q101163.fctrDad 16.0212028
## Q119851.fctrNo 12.9457654
## Q120379.fctrYes 12.8726972
## Q113181.fctrNo 12.7482689
## Q98869.fctrNo 12.3411069
## Q98197.fctrYes 12.2069141
## Q100689.fctrYes 11.6497418
## Q115899.fctrCs 10.6648255
## Gender.fctrM 10.6591935
## Hhold.fctrMKy 10.4800140
## Q122771.fctrPt 9.8870900
## Q99480.fctrNo 9.8575140
## Q116881.fctrRight 9.5514809
## Q96024.fctrNo 9.1771027
## Q110740.fctrPC 9.0666846
## Q120472.fctrScience 8.8883877
## Income.fctr.Q 8.6127921
## Q120650.fctrYes 8.3499330
## Income.fctr.C 8.1303080
## Q101596.fctrYes 7.7004808
## Q116953.fctrNo 7.6378928
## Q115195.fctrYes 7.5285071
## Q106997.fctrGr 7.1301738
## Q109244.fctrNo:.clusterid.fctr3 7.0177563
## Q118232.fctrId 6.9533511
## Q120379.fctrNo 6.7514022
## Q115899.fctrMe 6.4283282
## Q106042.fctrNo 6.2413686
## Q119851.fctrYes 6.1947922
## Q121699.fctrYes 6.0903336
## Q106389.fctrNo 5.9069572
## Gender.fctrF 5.8215813
## Q108855.fctrYes! 5.7452303
## Q106997.fctrYy 5.4547733
## Q124742.fctrNo 5.4405967
## Q116881.fctrHappy 5.2158973
## Q122770.fctrYes 5.1085358
## Q112478.fctrNo 5.0889982
## Q113583.fctrTunes 5.0446994
## Q116601.fctrYes 5.0260394
## Q105840.fctrNo 4.8626291
## Q118233.fctrNo 4.8006299
## Q111848.fctrYes 4.7966906
## Q106388.fctrYes 4.7187977
## Q108342.fctrOnline 4.6210473
## Q120194.fctrStudy first 4.5420329
## Q98078.fctrYes 4.3015365
## Q106272.fctrYes 4.2633241
## Q99480.fctrYes 4.1322006
## Q102089.fctrRent 4.0492888
## Q118892.fctrYes 4.0060620
## Q101163.fctrMom 3.7816711
## Q117186.fctrHot headed 3.7068247
## Q122120.fctrYes 3.6772264
## Q120650.fctrNo 3.5384563
## Q104996.fctrNo 3.5221282
## Q110740.fctrMac 3.4340388
## Q115390.fctrYes 3.3652382
## YOB.Age.fctr.L 3.3554676
## Q109367.fctrYes 3.2257379
## Q112270.fctrNo 2.9954932
## Q98059.fctrYes 2.8339798
## Q124122.fctrYes 2.5358836
## Edn.fctr^7 2.4339346
## Q101162.fctrPessimist 2.0388913
## Q115195.fctrNo 1.9770938
## Q98059.fctrOnly-child 1.7755717
## Q115390.fctrNo 1.7319010
## Q120014.fctrYes 1.7282296
## Q116797.fctrNo 1.4467046
## Q117193.fctrStandard hours 1.3358981
## Edn.fctr.C 1.3236684
## Edn.fctr.L 1.2579937
## Q124122.fctrNo 1.0379398
## Q121699.fctrNo 0.9986084
## Q116953.fctrYes 0.9149217
## Q114517.fctrNo 0.8696032
## Q106993.fctrNo 0.8684868
## Q112478.fctrYes 0.8536365
## Q115610.fctrNo 0.7806533
## Q123621.fctrYes 0.7762516
## Income.fctr^4 0.7753153
## Q104996.fctrYes 0.7203895
## YOB.Age.fctr.Q 0.6533767
## Q120012.fctrYes 0.5493014
## Q105840.fctrYes 0.5092316
## YOB.Age.fctr^8 0.4251840
## Q105655.fctrYes 0.3948660
## Q119650.fctrReceiving 0.2692207
## Q108950.fctrRisk-friendly 0.2448677
## .rnorm 0.0000000
## Edn.fctr.Q 0.0000000
## Edn.fctr^4 0.0000000
## Edn.fctr^5 0.0000000
## Edn.fctr^6 0.0000000
## Hhold.fctrMKn 0.0000000
## Hhold.fctrSKn 0.0000000
## Income.fctr.L 0.0000000
## Income.fctr^5 0.0000000
## Income.fctr^6 0.0000000
## Q100010.fctrNo 0.0000000
## Q100010.fctrYes 0.0000000
## Q100562.fctrNo 0.0000000
## Q100562.fctrYes 0.0000000
## Q100680.fctrNo 0.0000000
## Q100680.fctrYes 0.0000000
## Q100689.fctrNo 0.0000000
## Q101162.fctrOptimist 0.0000000
## Q101596.fctrNo 0.0000000
## Q102089.fctrOwn 0.0000000
## Q102289.fctrNo 0.0000000
## Q102289.fctrYes 0.0000000
## Q102674.fctrNo 0.0000000
## Q102674.fctrYes 0.0000000
## Q102687.fctrNo 0.0000000
## Q102687.fctrYes 0.0000000
## Q102906.fctrNo 0.0000000
## Q102906.fctrYes 0.0000000
## Q103293.fctrNo 0.0000000
## Q103293.fctrYes 0.0000000
## Q105655.fctrNo 0.0000000
## Q106042.fctrYes 0.0000000
## Q106272.fctrNo 0.0000000
## Q106388.fctrNo 0.0000000
## Q106389.fctrYes 0.0000000
## Q106993.fctrYes 0.0000000
## Q107491.fctrNo 0.0000000
## Q107491.fctrYes 0.0000000
## Q107869.fctrNo 0.0000000
## Q107869.fctrYes 0.0000000
## Q108342.fctrIn-person 0.0000000
## Q108343.fctrNo 0.0000000
## Q108343.fctrYes 0.0000000
## Q108617.fctrNo 0.0000000
## Q108617.fctrYes 0.0000000
## Q108754.fctrNo 0.0000000
## Q108754.fctrYes 0.0000000
## Q108855.fctrUmm... 0.0000000
## Q108856.fctrSocialize 0.0000000
## Q108856.fctrSpace 0.0000000
## Q108950.fctrCautious 0.0000000
## Q109367.fctrNo 0.0000000
## Q111220.fctrNo 0.0000000
## Q111220.fctrYes 0.0000000
## Q111580.fctrDemanding 0.0000000
## Q111580.fctrSupportive 0.0000000
## Q111848.fctrNo 0.0000000
## Q112270.fctrYes 0.0000000
## Q112512.fctrNo 0.0000000
## Q112512.fctrYes 0.0000000
## Q113583.fctrTalk 0.0000000
## Q113584.fctrPeople 0.0000000
## Q113584.fctrTechnology 0.0000000
## Q113992.fctrNo 0.0000000
## Q113992.fctrYes 0.0000000
## Q114152.fctrNo 0.0000000
## Q114152.fctrYes 0.0000000
## Q114386.fctrMysterious 0.0000000
## Q114386.fctrTMI 0.0000000
## Q114517.fctrYes 0.0000000
## Q114748.fctrNo 0.0000000
## Q114748.fctrYes 0.0000000
## Q114961.fctrNo 0.0000000
## Q114961.fctrYes 0.0000000
## Q115602.fctrNo 0.0000000
## Q115602.fctrYes 0.0000000
## Q115610.fctrYes 0.0000000
## Q115777.fctrEnd 0.0000000
## Q115777.fctrStart 0.0000000
## Q116197.fctrA.M. 0.0000000
## Q116197.fctrP.M. 0.0000000
## Q116441.fctrNo 0.0000000
## Q116441.fctrYes 0.0000000
## Q116448.fctrNo 0.0000000
## Q116448.fctrYes 0.0000000
## Q116601.fctrNo 0.0000000
## Q116797.fctrYes 0.0000000
## Q117186.fctrCool headed 0.0000000
## Q117193.fctrOdd hours 0.0000000
## Q118117.fctrNo 0.0000000
## Q118117.fctrYes 0.0000000
## Q118232.fctrPr 0.0000000
## Q118233.fctrYes 0.0000000
## Q118237.fctrNo 0.0000000
## Q118237.fctrYes 0.0000000
## Q118892.fctrNo 0.0000000
## Q119334.fctrNo 0.0000000
## Q119334.fctrYes 0.0000000
## Q119650.fctrGiving 0.0000000
## Q120012.fctrNo 0.0000000
## Q120014.fctrNo 0.0000000
## Q120194.fctrTry first 0.0000000
## Q120472.fctrArt 0.0000000
## Q120978.fctrNo 0.0000000
## Q120978.fctrYes 0.0000000
## Q121011.fctrNo 0.0000000
## Q121011.fctrYes 0.0000000
## Q121700.fctrNo 0.0000000
## Q121700.fctrYes 0.0000000
## Q122120.fctrNo 0.0000000
## Q122769.fctrNo 0.0000000
## Q122769.fctrYes 0.0000000
## Q122770.fctrNo 0.0000000
## Q122771.fctrPc 0.0000000
## Q123464.fctrNo 0.0000000
## Q123621.fctrNo 0.0000000
## Q124742.fctrYes 0.0000000
## Q96024.fctrYes 0.0000000
## Q98078.fctrNo 0.0000000
## Q98578.fctrNo 0.0000000
## Q98578.fctrYes 0.0000000
## Q98869.fctrYes 0.0000000
## Q99581.fctrNo 0.0000000
## Q99581.fctrYes 0.0000000
## Q99716.fctrNo 0.0000000
## Q99716.fctrYes 0.0000000
## Q99982.fctrCheck! 0.0000000
## Q99982.fctrNope 0.0000000
## YOB.Age.fctr.C 0.0000000
## YOB.Age.fctr^4 0.0000000
## YOB.Age.fctr^5 0.0000000
## YOB.Age.fctr^6 0.0000000
## YOB.Age.fctr^7 0.0000000
## Q109244.fctrNA:.clusterid.fctr2 0.0000000
## Q109244.fctrNo:.clusterid.fctr2 0.0000000
## Q109244.fctrNA:.clusterid.fctr3 0.0000000
## YOB.Age.fctr(15,20]:YOB.Age.dff 0.0000000
## YOB.Age.fctr(20,25]:YOB.Age.dff 0.0000000
## imp
## Q109244.fctrYes 100.0000000
## Q109244.fctrNo 53.5018077
## Q98197.fctrNo 29.1506816
## Q115611.fctrYes 27.3762077
## Q115611.fctrNo 18.9919340
## Q113181.fctrYes 18.3320271
## Q101163.fctrDad 16.0212028
## Q119851.fctrNo 12.9457654
## Q120379.fctrYes 12.8726972
## Q113181.fctrNo 12.7482689
## Q98869.fctrNo 12.3411069
## Q98197.fctrYes 12.2069141
## Q100689.fctrYes 11.6497418
## Q115899.fctrCs 10.6648255
## Gender.fctrM 10.6591935
## Hhold.fctrMKy 10.4800140
## Q122771.fctrPt 9.8870900
## Q99480.fctrNo 9.8575140
## Q116881.fctrRight 9.5514809
## Q96024.fctrNo 9.1771027
## Q110740.fctrPC 9.0666846
## Q120472.fctrScience 8.8883877
## Income.fctr.Q 8.6127921
## Q120650.fctrYes 8.3499330
## Income.fctr.C 8.1303080
## Q101596.fctrYes 7.7004808
## Q116953.fctrNo 7.6378928
## Q115195.fctrYes 7.5285071
## Q106997.fctrGr 7.1301738
## Q109244.fctrNo:.clusterid.fctr3 7.0177563
## Q118232.fctrId 6.9533511
## Q120379.fctrNo 6.7514022
## Q115899.fctrMe 6.4283282
## Q106042.fctrNo 6.2413686
## Q119851.fctrYes 6.1947922
## Q121699.fctrYes 6.0903336
## Q106389.fctrNo 5.9069572
## Gender.fctrF 5.8215813
## Q108855.fctrYes! 5.7452303
## Q106997.fctrYy 5.4547733
## Q124742.fctrNo 5.4405967
## Q116881.fctrHappy 5.2158973
## Q122770.fctrYes 5.1085358
## Q112478.fctrNo 5.0889982
## Q113583.fctrTunes 5.0446994
## Q116601.fctrYes 5.0260394
## Q105840.fctrNo 4.8626291
## Q118233.fctrNo 4.8006299
## Q111848.fctrYes 4.7966906
## Q106388.fctrYes 4.7187977
## Q108342.fctrOnline 4.6210473
## Q120194.fctrStudy first 4.5420329
## Q98078.fctrYes 4.3015365
## Q106272.fctrYes 4.2633241
## Q99480.fctrYes 4.1322006
## Q102089.fctrRent 4.0492888
## Q118892.fctrYes 4.0060620
## Q101163.fctrMom 3.7816711
## Q117186.fctrHot headed 3.7068247
## Q122120.fctrYes 3.6772264
## Q120650.fctrNo 3.5384563
## Q104996.fctrNo 3.5221282
## Q110740.fctrMac 3.4340388
## Q115390.fctrYes 3.3652382
## YOB.Age.fctr.L 3.3554676
## Q109367.fctrYes 3.2257379
## Q112270.fctrNo 2.9954932
## Q98059.fctrYes 2.8339798
## Q124122.fctrYes 2.5358836
## Edn.fctr^7 2.4339346
## Q101162.fctrPessimist 2.0388913
## Q115195.fctrNo 1.9770938
## Q98059.fctrOnly-child 1.7755717
## Q115390.fctrNo 1.7319010
## Q120014.fctrYes 1.7282296
## Q116797.fctrNo 1.4467046
## Q117193.fctrStandard hours 1.3358981
## Edn.fctr.C 1.3236684
## Edn.fctr.L 1.2579937
## Q124122.fctrNo 1.0379398
## Q121699.fctrNo 0.9986084
## Q116953.fctrYes 0.9149217
## Q114517.fctrNo 0.8696032
## Q106993.fctrNo 0.8684868
## Q112478.fctrYes 0.8536365
## Q115610.fctrNo 0.7806533
## Q123621.fctrYes 0.7762516
## Income.fctr^4 0.7753153
## Q104996.fctrYes 0.7203895
## YOB.Age.fctr.Q 0.6533767
## Q120012.fctrYes 0.5493014
## Q105840.fctrYes 0.5092316
## YOB.Age.fctr^8 0.4251840
## Q105655.fctrYes 0.3948660
## Q119650.fctrReceiving 0.2692207
## Q108950.fctrRisk-friendly 0.2448677
## .rnorm 0.0000000
## Edn.fctr.Q 0.0000000
## Edn.fctr^4 0.0000000
## Edn.fctr^5 0.0000000
## Edn.fctr^6 0.0000000
## Hhold.fctrMKn 0.0000000
## Hhold.fctrSKn 0.0000000
## Income.fctr.L 0.0000000
## Income.fctr^5 0.0000000
## Income.fctr^6 0.0000000
## Q100010.fctrNo 0.0000000
## Q100010.fctrYes 0.0000000
## Q100562.fctrNo 0.0000000
## Q100562.fctrYes 0.0000000
## Q100680.fctrNo 0.0000000
## Q100680.fctrYes 0.0000000
## Q100689.fctrNo 0.0000000
## Q101162.fctrOptimist 0.0000000
## Q101596.fctrNo 0.0000000
## Q102089.fctrOwn 0.0000000
## Q102289.fctrNo 0.0000000
## Q102289.fctrYes 0.0000000
## Q102674.fctrNo 0.0000000
## Q102674.fctrYes 0.0000000
## Q102687.fctrNo 0.0000000
## Q102687.fctrYes 0.0000000
## Q102906.fctrNo 0.0000000
## Q102906.fctrYes 0.0000000
## Q103293.fctrNo 0.0000000
## Q103293.fctrYes 0.0000000
## Q105655.fctrNo 0.0000000
## Q106042.fctrYes 0.0000000
## Q106272.fctrNo 0.0000000
## Q106388.fctrNo 0.0000000
## Q106389.fctrYes 0.0000000
## Q106993.fctrYes 0.0000000
## Q107491.fctrNo 0.0000000
## Q107491.fctrYes 0.0000000
## Q107869.fctrNo 0.0000000
## Q107869.fctrYes 0.0000000
## Q108342.fctrIn-person 0.0000000
## Q108343.fctrNo 0.0000000
## Q108343.fctrYes 0.0000000
## Q108617.fctrNo 0.0000000
## Q108617.fctrYes 0.0000000
## Q108754.fctrNo 0.0000000
## Q108754.fctrYes 0.0000000
## Q108855.fctrUmm... 0.0000000
## Q108856.fctrSocialize 0.0000000
## Q108856.fctrSpace 0.0000000
## Q108950.fctrCautious 0.0000000
## Q109367.fctrNo 0.0000000
## Q111220.fctrNo 0.0000000
## Q111220.fctrYes 0.0000000
## Q111580.fctrDemanding 0.0000000
## Q111580.fctrSupportive 0.0000000
## Q111848.fctrNo 0.0000000
## Q112270.fctrYes 0.0000000
## Q112512.fctrNo 0.0000000
## Q112512.fctrYes 0.0000000
## Q113583.fctrTalk 0.0000000
## Q113584.fctrPeople 0.0000000
## Q113584.fctrTechnology 0.0000000
## Q113992.fctrNo 0.0000000
## Q113992.fctrYes 0.0000000
## Q114152.fctrNo 0.0000000
## Q114152.fctrYes 0.0000000
## Q114386.fctrMysterious 0.0000000
## Q114386.fctrTMI 0.0000000
## Q114517.fctrYes 0.0000000
## Q114748.fctrNo 0.0000000
## Q114748.fctrYes 0.0000000
## Q114961.fctrNo 0.0000000
## Q114961.fctrYes 0.0000000
## Q115602.fctrNo 0.0000000
## Q115602.fctrYes 0.0000000
## Q115610.fctrYes 0.0000000
## Q115777.fctrEnd 0.0000000
## Q115777.fctrStart 0.0000000
## Q116197.fctrA.M. 0.0000000
## Q116197.fctrP.M. 0.0000000
## Q116441.fctrNo 0.0000000
## Q116441.fctrYes 0.0000000
## Q116448.fctrNo 0.0000000
## Q116448.fctrYes 0.0000000
## Q116601.fctrNo 0.0000000
## Q116797.fctrYes 0.0000000
## Q117186.fctrCool headed 0.0000000
## Q117193.fctrOdd hours 0.0000000
## Q118117.fctrNo 0.0000000
## Q118117.fctrYes 0.0000000
## Q118232.fctrPr 0.0000000
## Q118233.fctrYes 0.0000000
## Q118237.fctrNo 0.0000000
## Q118237.fctrYes 0.0000000
## Q118892.fctrNo 0.0000000
## Q119334.fctrNo 0.0000000
## Q119334.fctrYes 0.0000000
## Q119650.fctrGiving 0.0000000
## Q120012.fctrNo 0.0000000
## Q120014.fctrNo 0.0000000
## Q120194.fctrTry first 0.0000000
## Q120472.fctrArt 0.0000000
## Q120978.fctrNo 0.0000000
## Q120978.fctrYes 0.0000000
## Q121011.fctrNo 0.0000000
## Q121011.fctrYes 0.0000000
## Q121700.fctrNo 0.0000000
## Q121700.fctrYes 0.0000000
## Q122120.fctrNo 0.0000000
## Q122769.fctrNo 0.0000000
## Q122769.fctrYes 0.0000000
## Q122770.fctrNo 0.0000000
## Q122771.fctrPc 0.0000000
## Q123464.fctrNo 0.0000000
## Q123621.fctrNo 0.0000000
## Q124742.fctrYes 0.0000000
## Q96024.fctrYes 0.0000000
## Q98078.fctrNo 0.0000000
## Q98578.fctrNo 0.0000000
## Q98578.fctrYes 0.0000000
## Q98869.fctrYes 0.0000000
## Q99581.fctrNo 0.0000000
## Q99581.fctrYes 0.0000000
## Q99716.fctrNo 0.0000000
## Q99716.fctrYes 0.0000000
## Q99982.fctrCheck! 0.0000000
## Q99982.fctrNope 0.0000000
## YOB.Age.fctr.C 0.0000000
## YOB.Age.fctr^4 0.0000000
## YOB.Age.fctr^5 0.0000000
## YOB.Age.fctr^6 0.0000000
## YOB.Age.fctr^7 0.0000000
## Q109244.fctrNA:.clusterid.fctr2 0.0000000
## Q109244.fctrNo:.clusterid.fctr2 0.0000000
## Q109244.fctrNA:.clusterid.fctr3 0.0000000
## YOB.Age.fctr(15,20]:YOB.Age.dff 0.0000000
## YOB.Age.fctr(20,25]:YOB.Age.dff 0.0000000
#mdl_id <-"RFE.X.glmnet"; glb_featsimp_df <- myget_feats_importance(glb_models_lst[[mdl_id]], glb_featsimp_df); glb_featsimp_df[, paste0(mdl_id, ".imp")] <- glb_featsimp_df$imp; print(glb_featsimp_df)
#print(head(sbst_featsimp_df <- subset(glb_featsimp_df, is.na(RFE.X.glmnet.imp) | (abs(RFE.X.YeoJohnson.glmnet.imp - RFE.X.glmnet.imp) > 0.0001), select=-imp)))
#print(orderBy(~ -cor.y.abs, subset(glb_feats_df, id %in% c(row.names(sbst_featsimp_df), "startprice.dcm1.is9", "D.weight.post.stop.sum"))))
# Used again in fit.data.training & predict.data.new chunks
glb_analytics_diag_plots <- function(obs_df, mdl_id, prob_threshold=NULL) {
if (!is.null(featsimp_df <- glb_featsimp_df)) {
featsimp_df$feat <- gsub("`(.*?)`", "\\1", row.names(featsimp_df))
featsimp_df$feat.interact <- gsub("(.*?):(.*)", "\\2", featsimp_df$feat)
featsimp_df$feat <- gsub("(.*?):(.*)", "\\1", featsimp_df$feat)
featsimp_df$feat.interact <-
ifelse(featsimp_df$feat.interact == featsimp_df$feat,
NA, featsimp_df$feat.interact)
featsimp_df$feat <-
gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat)
featsimp_df$feat.interact <-
gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat.interact)
featsimp_df <- orderBy(~ -imp.max,
summaryBy(imp ~ feat + feat.interact, data=featsimp_df,
FUN=max))
#rex_str=":(.*)"; txt_vctr=tail(featsimp_df$feat); ret_lst <- regexec(rex_str, txt_vctr); ret_lst <- regmatches(txt_vctr, ret_lst); ret_vctr <- sapply(1:length(ret_lst), function(pos_ix) ifelse(length(ret_lst[[pos_ix]]) > 0, ret_lst[[pos_ix]], "")); print(ret_vctr <- ret_vctr[ret_vctr != ""])
featsimp_df <- subset(featsimp_df, !is.na(imp.max))
if (nrow(featsimp_df) > 5) {
warning("Limiting important feature scatter plots to 5 out of ",
nrow(featsimp_df))
featsimp_df <- head(featsimp_df, 5)
}
# if (!all(is.na(featsimp_df$feat.interact)))
# stop("not implemented yet")
rsp_var_out <- mygetPredictIds(glb_rsp_var, mdl_id)$value
for (var in featsimp_df$feat) {
plot_df <- melt(obs_df, id.vars = var,
measure.vars = c(glb_rsp_var, rsp_var_out))
print(myplot_scatter(plot_df, var, "value", colorcol_name = "variable",
facet_colcol_name = "variable", jitter = TRUE) +
guides(color = FALSE))
}
}
if (glb_is_regression) {
if (is.null(featsimp_df) || (nrow(featsimp_df) == 0))
warning("No important features in glb_fin_mdl") else
print(myplot_prediction_regression(df=obs_df,
feat_x=ifelse(nrow(featsimp_df) > 1, featsimp_df$feat[2],
".rownames"),
feat_y=featsimp_df$feat[1],
rsp_var=glb_rsp_var, rsp_var_out=rsp_var_out,
id_vars=glbFeatsId)
# + facet_wrap(reformulate(featsimp_df$feat[2])) # if [1 or 2] is a factor
# + geom_point(aes_string(color="<col_name>.fctr")) # to color the plot
)
}
if (glb_is_classification) {
require(lazyeval)
if (is.null(featsimp_df) || (nrow(featsimp_df) == 0))
warning("No features in selected model are statistically important")
else print(myplot_prediction_classification(df = obs_df,
feat_x = ifelse(nrow(featsimp_df) > 1,
featsimp_df$feat[2], ".rownames"),
feat_y = featsimp_df$feat[1],
rsp_var = glb_rsp_var,
rsp_var_out = rsp_var_out,
id_vars = glbFeatsId,
prob_threshold = prob_threshold))
}
}
if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df = glbObsOOB, mdl_id = glbMdlSelId,
prob_threshold = glb_models_df[glb_models_df$id == glbMdlSelId,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df = glbObsOOB, mdl_id = glbMdlSelId)
## Warning in glb_analytics_diag_plots(obs_df = glbObsOOB, mdl_id =
## glbMdlSelId, : Limiting important feature scatter plots to 5 out of 109
## Loading required package: lazyeval
## [1] "Min/Max Boundaries: "
## [1] "Inaccurate: "
## USER_ID Party.fctr Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.prob
## 1 1307 R 0.09436774
## 2 3878 R 0.10569963
## 3 468 R 0.11027957
## 4 1515 R 0.11604481
## 5 3895 R 0.11724156
## 6 4506 R 0.11807870
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet
## 1 D
## 2 D
## 3 D
## 4 D
## 5 D
## 6 D
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err
## 1 TRUE
## 2 TRUE
## 3 TRUE
## 4 TRUE
## 5 TRUE
## 6 TRUE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 1 0.9056323
## 2 0.8943004
## 3 0.8897204
## 4 0.8839552
## 5 0.8827584
## 6 0.8819213
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 1 FALSE
## 2 FALSE
## 3 FALSE
## 4 FALSE
## 5 FALSE
## 6 FALSE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.accurate
## 1 FALSE
## 2 FALSE
## 3 FALSE
## 4 FALSE
## 5 FALSE
## 6 FALSE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.error
## 1 -0.5056323
## 2 -0.4943004
## 3 -0.4897204
## 4 -0.4839552
## 5 -0.4827584
## 6 -0.4819213
## USER_ID Party.fctr Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.prob
## 105 3834 R 0.3736393
## 211 6304 R 0.4693264
## 269 6689 R 0.5077711
## 385 4790 R 0.5988697
## 430 2811 D 0.6716435
## 433 881 D 0.6753155
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet
## 105 D
## 211 D
## 269 D
## 385 D
## 430 R
## 433 R
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err
## 105 TRUE
## 211 TRUE
## 269 TRUE
## 385 TRUE
## 430 TRUE
## 433 TRUE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 105 0.6263607
## 211 0.5306736
## 269 0.4922289
## 385 0.4011303
## 430 0.6716435
## 433 0.6753155
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 105 FALSE
## 211 FALSE
## 269 FALSE
## 385 FALSE
## 430 FALSE
## 433 FALSE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.accurate
## 105 FALSE
## 211 FALSE
## 269 FALSE
## 385 FALSE
## 430 FALSE
## 433 FALSE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.error
## 105 -0.226360750
## 211 -0.130673648
## 269 -0.092228946
## 385 -0.001130334
## 430 0.071643548
## 433 0.075315454
## USER_ID Party.fctr Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.prob
## 461 5544 D 0.7613021
## 462 3006 D 0.7762167
## 463 4276 D 0.7803414
## 464 4691 D 0.7835292
## 465 1309 D 0.7881526
## 466 217 D 0.7997592
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet
## 461 R
## 462 R
## 463 R
## 464 R
## 465 R
## 466 R
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err
## 461 TRUE
## 462 TRUE
## 463 TRUE
## 464 TRUE
## 465 TRUE
## 466 TRUE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 461 0.7613021
## 462 0.7762167
## 463 0.7803414
## 464 0.7835292
## 465 0.7881526
## 466 0.7997592
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 461 FALSE
## 462 FALSE
## 463 FALSE
## 464 FALSE
## 465 FALSE
## 466 FALSE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.accurate
## 461 FALSE
## 462 FALSE
## 463 FALSE
## 464 FALSE
## 465 FALSE
## 466 FALSE
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.error
## 461 0.1613021
## 462 0.1762167
## 463 0.1803414
## 464 0.1835292
## 465 0.1881526
## 466 0.1997592
if (!is.null(glbFeatsCategory)) {
glbLvlCategory <- merge(glbLvlCategory,
myget_category_stats(obs_df = glbObsFit, mdl_id = glbMdlSelId,
label = "fit"),
by = glbFeatsCategory, all = TRUE)
row.names(glbLvlCategory) <- glbLvlCategory[, glbFeatsCategory]
glbLvlCategory <- merge(glbLvlCategory,
myget_category_stats(obs_df = glbObsOOB, mdl_id = glbMdlSelId,
label="OOB"),
#by=glbFeatsCategory, all=TRUE) glb_ctgry-df already contains .n.OOB ?
all = TRUE)
row.names(glbLvlCategory) <- glbLvlCategory[, glbFeatsCategory]
if (any(grepl("OOB", glbMdlMetricsEval)))
print(orderBy(~-err.abs.OOB.mean, glbLvlCategory)) else
print(orderBy(~-err.abs.fit.mean, glbLvlCategory))
print(colSums(glbLvlCategory[, -grep(glbFeatsCategory, names(glbLvlCategory))]))
}
## Q109244.fctr .n.OOB .n.Fit .n.Tst .freqRatio.Fit .freqRatio.OOB
## No No 498 1961 622 0.4403773 0.4466368
## NA NA 438 1746 547 0.3920952 0.3928251
## Yes Yes 179 746 223 0.1675275 0.1605381
## .freqRatio.Tst err.abs.fit.sum err.abs.fit.mean .n.fit err.abs.OOB.sum
## No 0.4468391 891.1853 0.4544545 1961 240.27513
## NA 0.3929598 827.2528 0.4737989 1746 209.99921
## Yes 0.1602011 202.1376 0.2709619 746 85.00888
## err.abs.OOB.mean
## No 0.4824802
## NA 0.4794503
## Yes 0.4749099
## .n.OOB .n.Fit .n.Tst .freqRatio.Fit
## 1115.000000 4453.000000 1392.000000 1.000000
## .freqRatio.OOB .freqRatio.Tst err.abs.fit.sum err.abs.fit.mean
## 1.000000 1.000000 1920.575697 1.199215
## .n.fit err.abs.OOB.sum err.abs.OOB.mean
## 4453.000000 535.283219 1.436840
write.csv(glbObsOOB[, c(glbFeatsId,
grep(glb_rsp_var, names(glbObsOOB), fixed=TRUE, value=TRUE))],
paste0(gsub(".", "_", paste0(glbOut$pfx, glbMdlSelId), fixed=TRUE),
"_OOBobs.csv"), row.names=FALSE)
fit.models_2_chunk_df <-
myadd_chunk(NULL, "fit.models_2_bgn", label.minor = "teardown")
## label step_major step_minor label_minor bgn end elapsed
## 1 fit.models_2_bgn 1 0 teardown 98.962 NA NA
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)
## label step_major step_minor label_minor bgn end elapsed
## 2 fit.models 1 1 1 85.527 98.97 13.443
## 3 fit.models 1 2 2 98.971 NA NA
# if (sum(is.na(glbObsAll$D.P.http)) > 0)
# stop("fit.models_3: Why is this happening ?")
#stop(here"); glb2Sav()
sync_glb_obs_df <- function() {
# Merge or cbind ?
for (col in setdiff(names(glbObsFit), names(glbObsTrn)))
glbObsTrn[glbObsTrn$.lcn == "Fit", col] <<- glbObsFit[, col]
for (col in setdiff(names(glbObsFit), names(glbObsAll)))
glbObsAll[glbObsAll$.lcn == "Fit", col] <<- glbObsFit[, col]
if (all(is.na(glbObsNew[, glb_rsp_var])))
for (col in setdiff(names(glbObsOOB), names(glbObsTrn)))
glbObsTrn[glbObsTrn$.lcn == "OOB", col] <<- glbObsOOB[, col]
for (col in setdiff(names(glbObsOOB), names(glbObsAll)))
glbObsAll[glbObsAll$.lcn == "OOB", col] <<- glbObsOOB[, col]
}
sync_glb_obs_df()
print(setdiff(names(glbObsNew), names(glbObsAll)))
## character(0)
replay.petrisim(pn = glb_analytics_pn,
replay.trans = (glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"model.selected")), flip_coord = TRUE)
## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: model.selected
## 1.0000 3 2 1 0 0
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc = TRUE)
## label step_major step_minor label_minor bgn end
## 3 fit.models 1 2 2 98.971 103.631
## 4 fit.data.training 2 0 0 103.632 NA
## elapsed
## 3 4.66
## 4 NA
2.0: fit data training#load(paste0(glb_inp_pfx, "dsk.RData"))
if (!is.null(glbMdlFinId) && (glbMdlFinId %in% names(glb_models_lst))) {
warning("Final model same as user selected model")
glb_fin_mdl <- glb_models_lst[[glbMdlFinId]]
} else
# if (nrow(glbObsFit) + length(glbObsFitOutliers) == nrow(glbObsTrn))
if (!all(is.na(glbObsNew[, glb_rsp_var])))
{
warning("Final model same as glbMdlSelId")
glbMdlFinId <- paste0("Final.", glbMdlSelId)
glb_fin_mdl <- glb_sel_mdl
glb_models_lst[[glbMdlFinId]] <- glb_fin_mdl
mdlDf <- glb_models_df[glb_models_df$id == glbMdlSelId, ]
mdlDf$id <- glbMdlFinId
glb_models_df <- rbind(glb_models_df, mdlDf)
} else {
if (grepl("RFE\\.X", names(glbMdlFamilies))) {
indepVar <- mygetIndepVar(glb_feats_df)
rfe_trn_results <-
myrun_rfe(glbObsTrn, indepVar, glbRFESizes[["Final"]])
if (!isTRUE(all.equal(sort(predictors(rfe_trn_results)),
sort(predictors(rfe_fit_results))))) {
print("Diffs predictors(rfe_trn_results) vs. predictors(rfe_fit_results):")
print(setdiff(predictors(rfe_trn_results), predictors(rfe_fit_results)))
print("Diffs predictors(rfe_fit_results) vs. predictors(rfe_trn_results):")
print(setdiff(predictors(rfe_fit_results), predictors(rfe_trn_results)))
}
}
# }
if (grepl("Ensemble", glbMdlSelId)) {
# Find which models are relevant
mdlimp_df <- subset(myget_feats_importance(glb_sel_mdl), imp > 5)
# Fit selected models on glbObsTrn
for (mdl_id in gsub(".prob", "",
gsub(mygetPredictIds(glb_rsp_var)$value, "", row.names(mdlimp_df), fixed = TRUE),
fixed = TRUE)) {
mdl_id_components <- unlist(strsplit(mdl_id, "[.]"))
mdlIdPfx <- paste0(c(head(mdl_id_components, -1), "Train"),
collapse = ".")
if (grepl("RFE\\.X\\.", mdlIdPfx))
mdlIndepVars <- myadjustInteractionFeats(glb_feats_df, myextract_actual_feats(
predictors(rfe_trn_results))) else
mdlIndepVars <- trim(unlist(
strsplit(glb_models_df[glb_models_df$id == mdl_id, "feats"], "[,]")))
ret_lst <-
myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = mdlIdPfx,
type = glb_model_type, tune.df = glbMdlTuneParams,
trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds,
trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = tail(mdl_id_components, 1))),
indepVar = mdlIndepVars,
rsp_var = glb_rsp_var,
fit_df = glbObsTrn, OOB_df = NULL)
glbObsTrn <- glb_get_predictions(df = glbObsTrn,
mdl_id = tail(glb_models_df$id, 1),
rsp_var = glb_rsp_var,
prob_threshold_def =
subset(glb_models_df, id == mdl_id)$opt.prob.threshold.OOB)
glbObsNew <- glb_get_predictions(df = glbObsNew,
mdl_id = tail(glb_models_df$id, 1),
rsp_var = glb_rsp_var,
prob_threshold_def =
subset(glb_models_df, id == mdl_id)$opt.prob.threshold.OOB)
}
}
# "Final" model
if ((model_method <- glb_sel_mdl$method) == "custom")
# get actual method from the mdl_id
model_method <- tail(unlist(strsplit(glbMdlSelId, "[.]")), 1)
if (grepl("Ensemble", glbMdlSelId)) {
# Find which models are relevant
mdlimp_df <- subset(myget_feats_importance(glb_sel_mdl), imp > 5)
if (glb_is_classification && glb_is_binomial)
indepVar <- gsub("(.*)\\.(.*)\\.prob", "\\1\\.Train\\.\\2\\.prob",
row.names(mdlimp_df)) else
indepVar <- gsub("(.*)\\.(.*)", "\\1\\.Train\\.\\2",
row.names(mdlimp_df))
} else
if (grepl("RFE.X", glbMdlSelId, fixed = TRUE)) {
indepVar <- myextract_actual_feats(predictors(rfe_trn_results))
} else indepVar <-
trim(unlist(strsplit(glb_models_df[glb_models_df$id ==
glbMdlSelId
, "feats"], "[,]")))
# if (!is.null(glbMdlPreprocMethods) &&
# ((match_pos <- regexpr(gsub(".", "\\.",
# paste(glbMdlPreprocMethods, collapse = "|"),
# fixed = TRUE), glbMdlSelId)) != -1))
# ths_preProcess <- str_sub(glbMdlSelId, match_pos,
# match_pos + attr(match_pos, "match.length") - 1) else
# ths_preProcess <- NULL
# mdl_id_pfx <- ifelse(grepl("Ensemble", glbMdlSelId),
# "Final.Ensemble", "Final")
mdl_id_pfx <- paste("Final", myparseMdlId(glbMdlSelId)$family, sep = ".")
trnobs_df <- glbObsTrn
if (!is.null(glbObsTrnOutliers[[mdl_id_pfx]])) {
trnobs_df <- glbObsTrn[!(glbObsTrn[, glbFeatsId] %in% glbObsTrnOutliers[[mdl_id_pfx]]), ]
print(sprintf("Outliers removed: %d", nrow(glbObsTrn) - nrow(trnobs_df)))
print(setdiff(glbObsTrn[, glbFeatsId], trnobs_df[, glbFeatsId]))
}
# Force fitting of Final.glm to identify outliers
method_vctr <- unique(c(myparseMdlId(glbMdlSelId)$alg, glbMdlFamilies[["Final"]]))
for (method in method_vctr) {
#source("caret_nominalTrainWorkflow.R")
# glmnet requires at least 2 indep vars
if ((length(indepVar) == 1) && (method %in% "glmnet"))
next
ret_lst <-
myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
id.prefix = mdl_id_pfx,
type = glb_model_type, trainControl.method = "repeatedcv",
trainControl.number = glb_rcv_n_folds,
trainControl.repeats = glb_rcv_n_repeats,
trainControl.classProbs = glb_is_classification,
trainControl.summaryFunction = glbMdlMetricSummaryFn,
trainControl.allowParallel = glbMdlAllowParallel,
train.metric = glbMdlMetricSummary,
train.maximize = glbMdlMetricMaximize,
train.method = method,
train.preProcess = myparseMdlId(glbMdlSelId)$preProcess)),
indepVar = indepVar, rsp_var = glb_rsp_var,
fit_df = trnobs_df, OOB_df = NULL)
if ((length(method_vctr) == 1) || (method != "glm")) {
glb_fin_mdl <- glb_models_lst[[length(glb_models_lst)]]
glbMdlFinId <- glb_models_df[length(glb_models_lst), "id"]
}
}
}
## [1] "\nmyfit_mdl: enter: 0.001000 secs"
## [1] "fitting model: Final.All.X#nzv.spatialSign#rcv#glmnet"
## [1] " indepVar: Gender.fctr,Q115611.fctr,Q113181.fctr,Q98197.fctr,Q120472.fctr,Q116881.fctr,Q101596.fctr,Q106272.fctr,Q110740.fctr,Q108855.fctr,Q122771.fctr,Q99480.fctr,Q106388.fctr,Q115899.fctr,Q120014.fctr,Q107869.fctr,Q98869.fctr,Q120650.fctr,Q122769.fctr,Q123621.fctr,Q118117.fctr,Q116441.fctr,Q122120.fctr,Q119334.fctr,Q106993.fctr,Q105655.fctr,Q117186.fctr,Q122770.fctr,Q114152.fctr,Q120194.fctr,Q118232.fctr,Income.fctr,Q116197.fctr,Q102289.fctr,Q118233.fctr,Q108856.fctr,Q99982.fctr,Q117193.fctr,Q123464.fctr,Q111580.fctr,Q119650.fctr,Q118237.fctr,Q112270.fctr,Q116797.fctr,Q124742.fctr,Q99581.fctr,Q115777.fctr,Q101162.fctr,Q98578.fctr,Q108754.fctr,.rnorm,Q106389.fctr,Q96024.fctr,Q108343.fctr,Q112512.fctr,Q120978.fctr,Q106997.fctr,Q115610.fctr,Q116953.fctr,Q115602.fctr,Q100010.fctr,Q108617.fctr,Q100562.fctr,Q107491.fctr,Q114748.fctr,Q112478.fctr,Q103293.fctr,Q102674.fctr,Q108950.fctr,Q113584.fctr,Q102906.fctr,Q104996.fctr,Q116601.fctr,Q116448.fctr,Q106042.fctr,Q121011.fctr,Q113992.fctr,Q111220.fctr,Q124122.fctr,Q121700.fctr,Q114961.fctr,Q109367.fctr,Q120012.fctr,Q114517.fctr,Q119851.fctr,Q115390.fctr,Q102687.fctr,Q118892.fctr,YOB.Age.fctr,Q111848.fctr,Q108342.fctr,Q100680.fctr,Q114386.fctr,Q98059.fctr,Q102089.fctr,Q115195.fctr,Q113583.fctr,Q105840.fctr,Q121699.fctr,Q120379.fctr,Q99716.fctr,Q98078.fctr,Q100689.fctr,Q101163.fctr,Edn.fctr,Hhold.fctr,Q109244.fctr,YOB.Age.fctr:YOB.Age.dff,Q109244.fctr:.clusterid.fctr"
## [1] "myfit_mdl: setup complete: 0.869000 secs"
## Aggregating results
## Selecting tuning parameters
## Fitting alpha = 1, lambda = 0.011 on full training set
## [1] "myfit_mdl: train complete: 76.003000 secs"
## Warning in myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst
## = list(id.prefix = mdl_id_pfx, : model's bestTune found at an extreme of
## tuneGrid for parameter: alpha
## Length Class Mode
## a0 77 -none- numeric
## beta 18018 dgCMatrix S4
## df 77 -none- numeric
## dim 2 -none- numeric
## lambda 77 -none- numeric
## dev.ratio 77 -none- numeric
## nulldev 1 -none- numeric
## npasses 1 -none- numeric
## jerr 1 -none- numeric
## offset 1 -none- logical
## classnames 2 -none- character
## call 5 -none- call
## nobs 1 -none- numeric
## lambdaOpt 1 -none- numeric
## xNames 234 -none- character
## problemType 1 -none- character
## tuneValue 2 data.frame list
## obsLevels 2 -none- character
## [1] "min lambda > lambdaOpt:"
## (Intercept) Edn.fctr.L Gender.fctrM
## -0.14300224 -0.14380575 0.87016793
## Hhold.fctrMKy Income.fctr.Q Income.fctr.C
## 0.41891654 0.20462548 0.15376909
## Q100689.fctrYes Q101163.fctrDad Q101163.fctrMom
## -0.35148293 0.55853606 -0.37908528
## Q105840.fctrNo Q106042.fctrNo Q106389.fctrNo
## 0.05667457 0.21385953 0.04206406
## Q106997.fctrGr Q109244.fctrNo Q109244.fctrYes
## 0.24828088 2.77162978 -5.49483085
## Q110740.fctrPC Q112478.fctrNo Q113181.fctrNo
## 0.42395070 0.08362485 -0.68039804
## Q113181.fctrYes Q115195.fctrYes Q115390.fctrYes
## 1.09651899 -0.01046227 -0.25167192
## Q115611.fctrNo Q115611.fctrYes Q115899.fctrCs
## -1.09145049 2.14190953 -0.25273738
## Q116881.fctrRight Q116953.fctrNo Q118232.fctrId
## 0.92644529 0.02459844 -0.46187314
## Q119851.fctrNo Q120194.fctrStudy first Q120379.fctrNo
## 0.62675817 -0.11064017 0.08735987
## Q120379.fctrYes Q120472.fctrScience Q121699.fctrYes
## -0.41162294 0.39288113 -0.04906248
## Q122771.fctrPt Q98197.fctrNo Q98197.fctrYes
## 0.21079211 -1.98833568 0.28335388
## Q98869.fctrNo Q99480.fctrNo Q99480.fctrYes
## -0.82764278 -0.18566625 0.15443028
## YOB.Age.fctr.L YOB.Age.fctr^8
## -0.06685864 0.05310620
## [1] "max lambda < lambdaOpt:"
## (Intercept) Edn.fctr.L Gender.fctrM
## -0.143783408 -0.169864143 0.882987878
## Hhold.fctrMKy Income.fctr.Q Income.fctr.C
## 0.519047255 0.263331020 0.240727592
## Q100689.fctrYes Q101163.fctrDad Q101163.fctrMom
## -0.451809684 0.586206269 -0.430315243
## Q104996.fctrNo Q105840.fctrNo Q106042.fctrNo
## 0.067740981 0.063914460 0.238157319
## Q106389.fctrNo Q106997.fctrGr Q108855.fctrYes!
## 0.120452025 0.332306796 0.063611782
## Q109244.fctrNo Q109244.fctrYes Q110740.fctrPC
## 2.770106908 -5.532776046 0.478820908
## Q112478.fctrNo Q113181.fctrNo Q113181.fctrYes
## 0.146689611 -0.744912155 1.079225727
## Q115195.fctrYes Q115390.fctrNo Q115390.fctrYes
## -0.083557202 0.005019232 -0.327996836
## Q115611.fctrNo Q115611.fctrYes Q115899.fctrCs
## -1.081728627 2.196463251 -0.325838823
## Q116881.fctrRight Q116953.fctrNo Q118232.fctrId
## 0.984839210 0.099859057 -0.551004750
## Q119851.fctrNo Q120194.fctrStudy first Q120379.fctrNo
## 0.698411761 -0.210014361 0.130890664
## Q120379.fctrYes Q120472.fctrScience Q121699.fctrYes
## -0.465978779 0.474007020 -0.129647153
## Q122771.fctrPt Q98197.fctrNo Q98197.fctrYes
## 0.286604866 -2.061487042 0.260696506
## Q98869.fctrNo Q99480.fctrNo Q99480.fctrYes
## -0.897434710 -0.201233609 0.244152020
## YOB.Age.fctr.L YOB.Age.fctr^8
## -0.160103939 0.122699642
## [1] "myfit_mdl: train diagnostics complete: 88.903000 secs"
## Loading required namespace: pROC
## Loading required package: ROCR
## Loading required package: gplots
##
## Attaching package: 'gplots'
## The following object is masked from 'package:stats':
##
## lowess
## Loading required package: sqldf
## Loading required package: gsubfn
## Loading required package: proto
## Loading required package: RSQLite
## Loading required package: DBI
## Loading required package: tcltk
## Prediction
## Reference D R
## D 2098 853
## R 1124 1493
## Accuracy Kappa AccuracyLower AccuracyUpper AccuracyNull
## 6.449353e-01 2.831051e-01 6.322029e-01 6.575157e-01 5.299928e-01
## AccuracyPValue McnemarPValue
## 1.386281e-67 1.260119e-09
## [1] "myfit_mdl: predict complete: 132.845000 secs"
## id
## 1 Final.All.X#nzv.spatialSign#rcv#glmnet
## feats
## 1 Gender.fctr,Q115611.fctr,Q113181.fctr,Q98197.fctr,Q120472.fctr,Q116881.fctr,Q101596.fctr,Q106272.fctr,Q110740.fctr,Q108855.fctr,Q122771.fctr,Q99480.fctr,Q106388.fctr,Q115899.fctr,Q120014.fctr,Q107869.fctr,Q98869.fctr,Q120650.fctr,Q122769.fctr,Q123621.fctr,Q118117.fctr,Q116441.fctr,Q122120.fctr,Q119334.fctr,Q106993.fctr,Q105655.fctr,Q117186.fctr,Q122770.fctr,Q114152.fctr,Q120194.fctr,Q118232.fctr,Income.fctr,Q116197.fctr,Q102289.fctr,Q118233.fctr,Q108856.fctr,Q99982.fctr,Q117193.fctr,Q123464.fctr,Q111580.fctr,Q119650.fctr,Q118237.fctr,Q112270.fctr,Q116797.fctr,Q124742.fctr,Q99581.fctr,Q115777.fctr,Q101162.fctr,Q98578.fctr,Q108754.fctr,.rnorm,Q106389.fctr,Q96024.fctr,Q108343.fctr,Q112512.fctr,Q120978.fctr,Q106997.fctr,Q115610.fctr,Q116953.fctr,Q115602.fctr,Q100010.fctr,Q108617.fctr,Q100562.fctr,Q107491.fctr,Q114748.fctr,Q112478.fctr,Q103293.fctr,Q102674.fctr,Q108950.fctr,Q113584.fctr,Q102906.fctr,Q104996.fctr,Q116601.fctr,Q116448.fctr,Q106042.fctr,Q121011.fctr,Q113992.fctr,Q111220.fctr,Q124122.fctr,Q121700.fctr,Q114961.fctr,Q109367.fctr,Q120012.fctr,Q114517.fctr,Q119851.fctr,Q115390.fctr,Q102687.fctr,Q118892.fctr,YOB.Age.fctr,Q111848.fctr,Q108342.fctr,Q100680.fctr,Q114386.fctr,Q98059.fctr,Q102089.fctr,Q115195.fctr,Q113583.fctr,Q105840.fctr,Q121699.fctr,Q120379.fctr,Q99716.fctr,Q98078.fctr,Q100689.fctr,Q101163.fctr,Edn.fctr,Hhold.fctr,Q109244.fctr,YOB.Age.fctr:YOB.Age.dff,Q109244.fctr:.clusterid.fctr
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 25 75.006 6.129
## max.AUCpROC.fit max.Sens.fit max.Spec.fit max.AUCROCR.fit
## 1 0.640723 0.7109454 0.5705006 0.7010548
## opt.prob.threshold.fit max.f.score.fit max.Accuracy.fit
## 1 0.5 0.6016522 0.6315834
## max.AccuracyLower.fit max.AccuracyUpper.fit max.Kappa.fit
## 1 0.6322029 0.6575157 0.2571175
## max.AccuracySD.fit max.KappaSD.fit
## 1 0.01432016 0.02873017
## [1] "myfit_mdl: exit: 132.862000 secs"
rm(ret_lst)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc=FALSE)
## label step_major step_minor label_minor bgn end
## 4 fit.data.training 2 0 0 103.632 237.083
## 5 fit.data.training 2 1 1 237.083 NA
## elapsed
## 4 133.451
## 5 NA
#stop(here"); glb2Sav()
if (glb_is_classification && glb_is_binomial)
prob_threshold <- glb_models_df[glb_models_df$id == glbMdlSelId,
"opt.prob.threshold.OOB"] else
prob_threshold <- NULL
if (grepl("Ensemble", glbMdlFinId)) {
# Get predictions for each model in ensemble; Outliers that have been moved to OOB might not have been predicted yet
mdlEnsembleComps <- unlist(str_split(subset(glb_models_df,
id == glbMdlFinId)$feats, ","))
if (glb_is_classification && glb_is_binomial)
mdlEnsembleComps <- gsub("\\.prob$", "", mdlEnsembleComps)
mdlEnsembleComps <- gsub(paste0("^",
gsub(".", "\\.", mygetPredictIds(glb_rsp_var)$value, fixed = TRUE)),
"", mdlEnsembleComps)
for (mdl_id in mdlEnsembleComps) {
glbObsTrn <- glb_get_predictions(df = glbObsTrn, mdl_id = mdl_id,
rsp_var = glb_rsp_var,
prob_threshold_def = prob_threshold)
glbObsNew <- glb_get_predictions(df = glbObsNew, mdl_id = mdl_id,
rsp_var = glb_rsp_var,
prob_threshold_def = prob_threshold)
}
}
glbObsTrn <- glb_get_predictions(df = glbObsTrn, mdl_id = glbMdlFinId,
rsp_var = glb_rsp_var,
prob_threshold_def = prob_threshold)
## Warning in glb_get_predictions(df = glbObsTrn, mdl_id = glbMdlFinId,
## rsp_var = glb_rsp_var, : Using default probability threshold: 0.6
glb_featsimp_df <- myget_feats_importance(mdl=glb_fin_mdl,
featsimp_df=glb_featsimp_df)
#glb_featsimp_df[, paste0(glbMdlFinId, ".imp")] <- glb_featsimp_df$imp
print(glb_featsimp_df)
## All.X.nzv.spatialSign.rcv.glmnet.imp
## Q109244.fctrYes 100.0000000
## Q109244.fctrNo 53.5018077
## Q115611.fctrYes 27.3762077
## Q98197.fctrNo 29.1506816
## Q113181.fctrYes 18.3320271
## Q115611.fctrNo 18.9919340
## Q116881.fctrRight 9.5514809
## Gender.fctrM 10.6591935
## Q98869.fctrNo 12.3411069
## Q113181.fctrNo 12.7482689
## Q119851.fctrNo 12.9457654
## Q101163.fctrDad 16.0212028
## Q118232.fctrId 6.9533511
## Hhold.fctrMKy 10.4800140
## Q110740.fctrPC 9.0666846
## Q120379.fctrYes 12.8726972
## Q120472.fctrScience 8.8883877
## Q101163.fctrMom 3.7816711
## Q100689.fctrYes 11.6497418
## Q106997.fctrGr 7.1301738
## Q115390.fctrYes 3.3652382
## Q115899.fctrCs 10.6648255
## Q98197.fctrYes 12.2069141
## Q122771.fctrPt 9.8870900
## Income.fctr.Q 8.6127921
## Q106042.fctrNo 6.2413686
## Q99480.fctrYes 4.1322006
## Income.fctr.C 8.1303080
## Q99480.fctrNo 9.8575140
## Q120194.fctrStudy first 4.5420329
## Edn.fctr.L 1.2579937
## YOB.Age.fctr.L 3.3554676
## Q112478.fctrNo 5.0889982
## Q120379.fctrNo 6.7514022
## Q121699.fctrYes 6.0903336
## YOB.Age.fctr^8 0.4251840
## Q106389.fctrNo 5.9069572
## Q116953.fctrNo 7.6378928
## Q105840.fctrNo 4.8626291
## Q115195.fctrYes 7.5285071
## Q104996.fctrNo 3.5221282
## Q108855.fctrYes! 5.7452303
## Q115390.fctrNo 1.7319010
## .rnorm 0.0000000
## Edn.fctr.C 1.3236684
## Edn.fctr.Q 0.0000000
## Edn.fctr^4 0.0000000
## Edn.fctr^5 0.0000000
## Edn.fctr^6 0.0000000
## Edn.fctr^7 2.4339346
## Gender.fctrF 5.8215813
## Hhold.fctrMKn 0.0000000
## Hhold.fctrSKn 0.0000000
## Income.fctr.L 0.0000000
## Income.fctr^4 0.7753153
## Income.fctr^5 0.0000000
## Income.fctr^6 0.0000000
## Q100010.fctrNo 0.0000000
## Q100010.fctrYes 0.0000000
## Q100562.fctrNo 0.0000000
## Q100562.fctrYes 0.0000000
## Q100680.fctrNo 0.0000000
## Q100680.fctrYes 0.0000000
## Q100689.fctrNo 0.0000000
## Q101162.fctrOptimist 0.0000000
## Q101162.fctrPessimist 2.0388913
## Q101596.fctrNo 0.0000000
## Q101596.fctrYes 7.7004808
## Q102089.fctrOwn 0.0000000
## Q102089.fctrRent 4.0492888
## Q102289.fctrNo 0.0000000
## Q102289.fctrYes 0.0000000
## Q102674.fctrNo 0.0000000
## Q102674.fctrYes 0.0000000
## Q102687.fctrNo 0.0000000
## Q102687.fctrYes 0.0000000
## Q102906.fctrNo 0.0000000
## Q102906.fctrYes 0.0000000
## Q103293.fctrNo 0.0000000
## Q103293.fctrYes 0.0000000
## Q104996.fctrYes 0.7203895
## Q105655.fctrNo 0.0000000
## Q105655.fctrYes 0.3948660
## Q105840.fctrYes 0.5092316
## Q106042.fctrYes 0.0000000
## Q106272.fctrNo 0.0000000
## Q106272.fctrYes 4.2633241
## Q106388.fctrNo 0.0000000
## Q106388.fctrYes 4.7187977
## Q106389.fctrYes 0.0000000
## Q106993.fctrNo 0.8684868
## Q106993.fctrYes 0.0000000
## Q106997.fctrYy 5.4547733
## Q107491.fctrNo 0.0000000
## Q107491.fctrYes 0.0000000
## Q107869.fctrNo 0.0000000
## Q107869.fctrYes 0.0000000
## Q108342.fctrIn-person 0.0000000
## Q108342.fctrOnline 4.6210473
## Q108343.fctrNo 0.0000000
## Q108343.fctrYes 0.0000000
## Q108617.fctrNo 0.0000000
## Q108617.fctrYes 0.0000000
## Q108754.fctrNo 0.0000000
## Q108754.fctrYes 0.0000000
## Q108855.fctrUmm... 0.0000000
## Q108856.fctrSocialize 0.0000000
## Q108856.fctrSpace 0.0000000
## Q108950.fctrCautious 0.0000000
## Q108950.fctrRisk-friendly 0.2448677
## Q109244.fctrNA:.clusterid.fctr2 0.0000000
## Q109244.fctrNA:.clusterid.fctr3 0.0000000
## Q109244.fctrNo:.clusterid.fctr2 0.0000000
## Q109244.fctrNo:.clusterid.fctr3 7.0177563
## Q109367.fctrNo 0.0000000
## Q109367.fctrYes 3.2257379
## Q110740.fctrMac 3.4340388
## Q111220.fctrNo 0.0000000
## Q111220.fctrYes 0.0000000
## Q111580.fctrDemanding 0.0000000
## Q111580.fctrSupportive 0.0000000
## Q111848.fctrNo 0.0000000
## Q111848.fctrYes 4.7966906
## Q112270.fctrNo 2.9954932
## Q112270.fctrYes 0.0000000
## Q112478.fctrYes 0.8536365
## Q112512.fctrNo 0.0000000
## Q112512.fctrYes 0.0000000
## Q113583.fctrTalk 0.0000000
## Q113583.fctrTunes 5.0446994
## Q113584.fctrPeople 0.0000000
## Q113584.fctrTechnology 0.0000000
## Q113992.fctrNo 0.0000000
## Q113992.fctrYes 0.0000000
## Q114152.fctrNo 0.0000000
## Q114152.fctrYes 0.0000000
## Q114386.fctrMysterious 0.0000000
## Q114386.fctrTMI 0.0000000
## Q114517.fctrNo 0.8696032
## Q114517.fctrYes 0.0000000
## Q114748.fctrNo 0.0000000
## Q114748.fctrYes 0.0000000
## Q114961.fctrNo 0.0000000
## Q114961.fctrYes 0.0000000
## Q115195.fctrNo 1.9770938
## Q115602.fctrNo 0.0000000
## Q115602.fctrYes 0.0000000
## Q115610.fctrNo 0.7806533
## Q115610.fctrYes 0.0000000
## Q115777.fctrEnd 0.0000000
## Q115777.fctrStart 0.0000000
## Q115899.fctrMe 6.4283282
## Q116197.fctrA.M. 0.0000000
## Q116197.fctrP.M. 0.0000000
## Q116441.fctrNo 0.0000000
## Q116441.fctrYes 0.0000000
## Q116448.fctrNo 0.0000000
## Q116448.fctrYes 0.0000000
## Q116601.fctrNo 0.0000000
## Q116601.fctrYes 5.0260394
## Q116797.fctrNo 1.4467046
## Q116797.fctrYes 0.0000000
## Q116881.fctrHappy 5.2158973
## Q116953.fctrYes 0.9149217
## Q117186.fctrCool headed 0.0000000
## Q117186.fctrHot headed 3.7068247
## Q117193.fctrOdd hours 0.0000000
## Q117193.fctrStandard hours 1.3358981
## Q118117.fctrNo 0.0000000
## Q118117.fctrYes 0.0000000
## Q118232.fctrPr 0.0000000
## Q118233.fctrNo 4.8006299
## Q118233.fctrYes 0.0000000
## Q118237.fctrNo 0.0000000
## Q118237.fctrYes 0.0000000
## Q118892.fctrNo 0.0000000
## Q118892.fctrYes 4.0060620
## Q119334.fctrNo 0.0000000
## Q119334.fctrYes 0.0000000
## Q119650.fctrGiving 0.0000000
## Q119650.fctrReceiving 0.2692207
## Q119851.fctrYes 6.1947922
## Q120012.fctrNo 0.0000000
## Q120012.fctrYes 0.5493014
## Q120014.fctrNo 0.0000000
## Q120014.fctrYes 1.7282296
## Q120194.fctrTry first 0.0000000
## Q120472.fctrArt 0.0000000
## Q120650.fctrNo 3.5384563
## Q120650.fctrYes 8.3499330
## Q120978.fctrNo 0.0000000
## Q120978.fctrYes 0.0000000
## Q121011.fctrNo 0.0000000
## Q121011.fctrYes 0.0000000
## Q121699.fctrNo 0.9986084
## Q121700.fctrNo 0.0000000
## Q121700.fctrYes 0.0000000
## Q122120.fctrNo 0.0000000
## Q122120.fctrYes 3.6772264
## Q122769.fctrNo 0.0000000
## Q122769.fctrYes 0.0000000
## Q122770.fctrNo 0.0000000
## Q122770.fctrYes 5.1085358
## Q122771.fctrPc 0.0000000
## Q123464.fctrNo 0.0000000
## Q123621.fctrNo 0.0000000
## Q123621.fctrYes 0.7762516
## Q124122.fctrNo 1.0379398
## Q124122.fctrYes 2.5358836
## Q124742.fctrNo 5.4405967
## Q124742.fctrYes 0.0000000
## Q96024.fctrNo 9.1771027
## Q96024.fctrYes 0.0000000
## Q98059.fctrOnly-child 1.7755717
## Q98059.fctrYes 2.8339798
## Q98078.fctrNo 0.0000000
## Q98078.fctrYes 4.3015365
## Q98578.fctrNo 0.0000000
## Q98578.fctrYes 0.0000000
## Q98869.fctrYes 0.0000000
## Q99581.fctrNo 0.0000000
## Q99581.fctrYes 0.0000000
## Q99716.fctrNo 0.0000000
## Q99716.fctrYes 0.0000000
## Q99982.fctrCheck! 0.0000000
## Q99982.fctrNope 0.0000000
## YOB.Age.fctr(15,20]:YOB.Age.dff 0.0000000
## YOB.Age.fctr(20,25]:YOB.Age.dff 0.0000000
## YOB.Age.fctr.C 0.0000000
## YOB.Age.fctr.Q 0.6533767
## YOB.Age.fctr^4 0.0000000
## YOB.Age.fctr^5 0.0000000
## YOB.Age.fctr^6 0.0000000
## YOB.Age.fctr^7 0.0000000
## Final.All.X.nzv.spatialSign.rcv.glmnet.imp
## Q109244.fctrYes 100.00000000
## Q109244.fctrNo 50.23053045
## Q115611.fctrYes 39.38483995
## Q98197.fctrNo 36.78988984
## Q113181.fctrYes 19.70257657
## Q115611.fctrNo 19.68769430
## Q116881.fctrRight 17.38912075
## Gender.fctrM 15.90538721
## Q98869.fctrNo 15.71388129
## Q113181.fctrNo 12.99085024
## Q119851.fctrNo 12.09103989
## Q101163.fctrDad 10.40694032
## Q118232.fctrId 9.27964606
## Hhold.fctrMKy 8.61276279
## Q110740.fctrPC 8.24371485
## Q120379.fctrYes 8.01499745
## Q120472.fctrScience 7.94749108
## Q101163.fctrMom 7.39334129
## Q100689.fctrYes 7.39227357
## Q106997.fctrGr 5.35557191
## Q115390.fctrYes 5.33872591
## Q115899.fctrCs 5.32525782
## Q98197.fctrYes 4.90640357
## Q122771.fctrPt 4.59241968
## Income.fctr.Q 4.30664206
## Q106042.fctrNo 4.12410784
## Q99480.fctrYes 3.71211137
## Income.fctr.C 3.67202208
## Q99480.fctrNo 3.52420989
## Q120194.fctrStudy first 3.01642189
## Edn.fctr.L 2.87203036
## YOB.Age.fctr.L 2.16038767
## Q112478.fctrNo 2.15739352
## Q120379.fctrNo 2.02643918
## Q121699.fctrYes 1.70900492
## YOB.Age.fctr^8 1.67052869
## Q106389.fctrNo 1.55979164
## Q116953.fctrNo 1.21135686
## Q105840.fctrNo 1.10106728
## Q115195.fctrYes 0.93306105
## Q104996.fctrNo 0.68894279
## Q108855.fctrYes! 0.64694781
## Q115390.fctrNo 0.05104685
## .rnorm 0.00000000
## Edn.fctr.C 0.00000000
## Edn.fctr.Q 0.00000000
## Edn.fctr^4 0.00000000
## Edn.fctr^5 0.00000000
## Edn.fctr^6 0.00000000
## Edn.fctr^7 0.00000000
## Gender.fctrF 0.00000000
## Hhold.fctrMKn 0.00000000
## Hhold.fctrSKn 0.00000000
## Income.fctr.L 0.00000000
## Income.fctr^4 0.00000000
## Income.fctr^5 0.00000000
## Income.fctr^6 0.00000000
## Q100010.fctrNo 0.00000000
## Q100010.fctrYes 0.00000000
## Q100562.fctrNo 0.00000000
## Q100562.fctrYes 0.00000000
## Q100680.fctrNo 0.00000000
## Q100680.fctrYes 0.00000000
## Q100689.fctrNo 0.00000000
## Q101162.fctrOptimist 0.00000000
## Q101162.fctrPessimist 0.00000000
## Q101596.fctrNo 0.00000000
## Q101596.fctrYes 0.00000000
## Q102089.fctrOwn 0.00000000
## Q102089.fctrRent 0.00000000
## Q102289.fctrNo 0.00000000
## Q102289.fctrYes 0.00000000
## Q102674.fctrNo 0.00000000
## Q102674.fctrYes 0.00000000
## Q102687.fctrNo 0.00000000
## Q102687.fctrYes 0.00000000
## Q102906.fctrNo 0.00000000
## Q102906.fctrYes 0.00000000
## Q103293.fctrNo 0.00000000
## Q103293.fctrYes 0.00000000
## Q104996.fctrYes 0.00000000
## Q105655.fctrNo 0.00000000
## Q105655.fctrYes 0.00000000
## Q105840.fctrYes 0.00000000
## Q106042.fctrYes 0.00000000
## Q106272.fctrNo 0.00000000
## Q106272.fctrYes 0.00000000
## Q106388.fctrNo 0.00000000
## Q106388.fctrYes 0.00000000
## Q106389.fctrYes 0.00000000
## Q106993.fctrNo 0.00000000
## Q106993.fctrYes 0.00000000
## Q106997.fctrYy 0.00000000
## Q107491.fctrNo 0.00000000
## Q107491.fctrYes 0.00000000
## Q107869.fctrNo 0.00000000
## Q107869.fctrYes 0.00000000
## Q108342.fctrIn-person 0.00000000
## Q108342.fctrOnline 0.00000000
## Q108343.fctrNo 0.00000000
## Q108343.fctrYes 0.00000000
## Q108617.fctrNo 0.00000000
## Q108617.fctrYes 0.00000000
## Q108754.fctrNo 0.00000000
## Q108754.fctrYes 0.00000000
## Q108855.fctrUmm... 0.00000000
## Q108856.fctrSocialize 0.00000000
## Q108856.fctrSpace 0.00000000
## Q108950.fctrCautious 0.00000000
## Q108950.fctrRisk-friendly 0.00000000
## Q109244.fctrNA:.clusterid.fctr2 0.00000000
## Q109244.fctrNA:.clusterid.fctr3 0.00000000
## Q109244.fctrNo:.clusterid.fctr2 0.00000000
## Q109244.fctrNo:.clusterid.fctr3 0.00000000
## Q109367.fctrNo 0.00000000
## Q109367.fctrYes 0.00000000
## Q110740.fctrMac 0.00000000
## Q111220.fctrNo 0.00000000
## Q111220.fctrYes 0.00000000
## Q111580.fctrDemanding 0.00000000
## Q111580.fctrSupportive 0.00000000
## Q111848.fctrNo 0.00000000
## Q111848.fctrYes 0.00000000
## Q112270.fctrNo 0.00000000
## Q112270.fctrYes 0.00000000
## Q112478.fctrYes 0.00000000
## Q112512.fctrNo 0.00000000
## Q112512.fctrYes 0.00000000
## Q113583.fctrTalk 0.00000000
## Q113583.fctrTunes 0.00000000
## Q113584.fctrPeople 0.00000000
## Q113584.fctrTechnology 0.00000000
## Q113992.fctrNo 0.00000000
## Q113992.fctrYes 0.00000000
## Q114152.fctrNo 0.00000000
## Q114152.fctrYes 0.00000000
## Q114386.fctrMysterious 0.00000000
## Q114386.fctrTMI 0.00000000
## Q114517.fctrNo 0.00000000
## Q114517.fctrYes 0.00000000
## Q114748.fctrNo 0.00000000
## Q114748.fctrYes 0.00000000
## Q114961.fctrNo 0.00000000
## Q114961.fctrYes 0.00000000
## Q115195.fctrNo 0.00000000
## Q115602.fctrNo 0.00000000
## Q115602.fctrYes 0.00000000
## Q115610.fctrNo 0.00000000
## Q115610.fctrYes 0.00000000
## Q115777.fctrEnd 0.00000000
## Q115777.fctrStart 0.00000000
## Q115899.fctrMe 0.00000000
## Q116197.fctrA.M. 0.00000000
## Q116197.fctrP.M. 0.00000000
## Q116441.fctrNo 0.00000000
## Q116441.fctrYes 0.00000000
## Q116448.fctrNo 0.00000000
## Q116448.fctrYes 0.00000000
## Q116601.fctrNo 0.00000000
## Q116601.fctrYes 0.00000000
## Q116797.fctrNo 0.00000000
## Q116797.fctrYes 0.00000000
## Q116881.fctrHappy 0.00000000
## Q116953.fctrYes 0.00000000
## Q117186.fctrCool headed 0.00000000
## Q117186.fctrHot headed 0.00000000
## Q117193.fctrOdd hours 0.00000000
## Q117193.fctrStandard hours 0.00000000
## Q118117.fctrNo 0.00000000
## Q118117.fctrYes 0.00000000
## Q118232.fctrPr 0.00000000
## Q118233.fctrNo 0.00000000
## Q118233.fctrYes 0.00000000
## Q118237.fctrNo 0.00000000
## Q118237.fctrYes 0.00000000
## Q118892.fctrNo 0.00000000
## Q118892.fctrYes 0.00000000
## Q119334.fctrNo 0.00000000
## Q119334.fctrYes 0.00000000
## Q119650.fctrGiving 0.00000000
## Q119650.fctrReceiving 0.00000000
## Q119851.fctrYes 0.00000000
## Q120012.fctrNo 0.00000000
## Q120012.fctrYes 0.00000000
## Q120014.fctrNo 0.00000000
## Q120014.fctrYes 0.00000000
## Q120194.fctrTry first 0.00000000
## Q120472.fctrArt 0.00000000
## Q120650.fctrNo 0.00000000
## Q120650.fctrYes 0.00000000
## Q120978.fctrNo 0.00000000
## Q120978.fctrYes 0.00000000
## Q121011.fctrNo 0.00000000
## Q121011.fctrYes 0.00000000
## Q121699.fctrNo 0.00000000
## Q121700.fctrNo 0.00000000
## Q121700.fctrYes 0.00000000
## Q122120.fctrNo 0.00000000
## Q122120.fctrYes 0.00000000
## Q122769.fctrNo 0.00000000
## Q122769.fctrYes 0.00000000
## Q122770.fctrNo 0.00000000
## Q122770.fctrYes 0.00000000
## Q122771.fctrPc 0.00000000
## Q123464.fctrNo 0.00000000
## Q123621.fctrNo 0.00000000
## Q123621.fctrYes 0.00000000
## Q124122.fctrNo 0.00000000
## Q124122.fctrYes 0.00000000
## Q124742.fctrNo 0.00000000
## Q124742.fctrYes 0.00000000
## Q96024.fctrNo 0.00000000
## Q96024.fctrYes 0.00000000
## Q98059.fctrOnly-child 0.00000000
## Q98059.fctrYes 0.00000000
## Q98078.fctrNo 0.00000000
## Q98078.fctrYes 0.00000000
## Q98578.fctrNo 0.00000000
## Q98578.fctrYes 0.00000000
## Q98869.fctrYes 0.00000000
## Q99581.fctrNo 0.00000000
## Q99581.fctrYes 0.00000000
## Q99716.fctrNo 0.00000000
## Q99716.fctrYes 0.00000000
## Q99982.fctrCheck! 0.00000000
## Q99982.fctrNope 0.00000000
## YOB.Age.fctr(15,20]:YOB.Age.dff 0.00000000
## YOB.Age.fctr(20,25]:YOB.Age.dff 0.00000000
## YOB.Age.fctr.C 0.00000000
## YOB.Age.fctr.Q 0.00000000
## YOB.Age.fctr^4 0.00000000
## YOB.Age.fctr^5 0.00000000
## YOB.Age.fctr^6 0.00000000
## YOB.Age.fctr^7 0.00000000
## imp
## Q109244.fctrYes 100.00000000
## Q109244.fctrNo 50.23053045
## Q115611.fctrYes 39.38483995
## Q98197.fctrNo 36.78988984
## Q113181.fctrYes 19.70257657
## Q115611.fctrNo 19.68769430
## Q116881.fctrRight 17.38912075
## Gender.fctrM 15.90538721
## Q98869.fctrNo 15.71388129
## Q113181.fctrNo 12.99085024
## Q119851.fctrNo 12.09103989
## Q101163.fctrDad 10.40694032
## Q118232.fctrId 9.27964606
## Hhold.fctrMKy 8.61276279
## Q110740.fctrPC 8.24371485
## Q120379.fctrYes 8.01499745
## Q120472.fctrScience 7.94749108
## Q101163.fctrMom 7.39334129
## Q100689.fctrYes 7.39227357
## Q106997.fctrGr 5.35557191
## Q115390.fctrYes 5.33872591
## Q115899.fctrCs 5.32525782
## Q98197.fctrYes 4.90640357
## Q122771.fctrPt 4.59241968
## Income.fctr.Q 4.30664206
## Q106042.fctrNo 4.12410784
## Q99480.fctrYes 3.71211137
## Income.fctr.C 3.67202208
## Q99480.fctrNo 3.52420989
## Q120194.fctrStudy first 3.01642189
## Edn.fctr.L 2.87203036
## YOB.Age.fctr.L 2.16038767
## Q112478.fctrNo 2.15739352
## Q120379.fctrNo 2.02643918
## Q121699.fctrYes 1.70900492
## YOB.Age.fctr^8 1.67052869
## Q106389.fctrNo 1.55979164
## Q116953.fctrNo 1.21135686
## Q105840.fctrNo 1.10106728
## Q115195.fctrYes 0.93306105
## Q104996.fctrNo 0.68894279
## Q108855.fctrYes! 0.64694781
## Q115390.fctrNo 0.05104685
## .rnorm 0.00000000
## Edn.fctr.C 0.00000000
## Edn.fctr.Q 0.00000000
## Edn.fctr^4 0.00000000
## Edn.fctr^5 0.00000000
## Edn.fctr^6 0.00000000
## Edn.fctr^7 0.00000000
## Gender.fctrF 0.00000000
## Hhold.fctrMKn 0.00000000
## Hhold.fctrSKn 0.00000000
## Income.fctr.L 0.00000000
## Income.fctr^4 0.00000000
## Income.fctr^5 0.00000000
## Income.fctr^6 0.00000000
## Q100010.fctrNo 0.00000000
## Q100010.fctrYes 0.00000000
## Q100562.fctrNo 0.00000000
## Q100562.fctrYes 0.00000000
## Q100680.fctrNo 0.00000000
## Q100680.fctrYes 0.00000000
## Q100689.fctrNo 0.00000000
## Q101162.fctrOptimist 0.00000000
## Q101162.fctrPessimist 0.00000000
## Q101596.fctrNo 0.00000000
## Q101596.fctrYes 0.00000000
## Q102089.fctrOwn 0.00000000
## Q102089.fctrRent 0.00000000
## Q102289.fctrNo 0.00000000
## Q102289.fctrYes 0.00000000
## Q102674.fctrNo 0.00000000
## Q102674.fctrYes 0.00000000
## Q102687.fctrNo 0.00000000
## Q102687.fctrYes 0.00000000
## Q102906.fctrNo 0.00000000
## Q102906.fctrYes 0.00000000
## Q103293.fctrNo 0.00000000
## Q103293.fctrYes 0.00000000
## Q104996.fctrYes 0.00000000
## Q105655.fctrNo 0.00000000
## Q105655.fctrYes 0.00000000
## Q105840.fctrYes 0.00000000
## Q106042.fctrYes 0.00000000
## Q106272.fctrNo 0.00000000
## Q106272.fctrYes 0.00000000
## Q106388.fctrNo 0.00000000
## Q106388.fctrYes 0.00000000
## Q106389.fctrYes 0.00000000
## Q106993.fctrNo 0.00000000
## Q106993.fctrYes 0.00000000
## Q106997.fctrYy 0.00000000
## Q107491.fctrNo 0.00000000
## Q107491.fctrYes 0.00000000
## Q107869.fctrNo 0.00000000
## Q107869.fctrYes 0.00000000
## Q108342.fctrIn-person 0.00000000
## Q108342.fctrOnline 0.00000000
## Q108343.fctrNo 0.00000000
## Q108343.fctrYes 0.00000000
## Q108617.fctrNo 0.00000000
## Q108617.fctrYes 0.00000000
## Q108754.fctrNo 0.00000000
## Q108754.fctrYes 0.00000000
## Q108855.fctrUmm... 0.00000000
## Q108856.fctrSocialize 0.00000000
## Q108856.fctrSpace 0.00000000
## Q108950.fctrCautious 0.00000000
## Q108950.fctrRisk-friendly 0.00000000
## Q109244.fctrNA:.clusterid.fctr2 0.00000000
## Q109244.fctrNA:.clusterid.fctr3 0.00000000
## Q109244.fctrNo:.clusterid.fctr2 0.00000000
## Q109244.fctrNo:.clusterid.fctr3 0.00000000
## Q109367.fctrNo 0.00000000
## Q109367.fctrYes 0.00000000
## Q110740.fctrMac 0.00000000
## Q111220.fctrNo 0.00000000
## Q111220.fctrYes 0.00000000
## Q111580.fctrDemanding 0.00000000
## Q111580.fctrSupportive 0.00000000
## Q111848.fctrNo 0.00000000
## Q111848.fctrYes 0.00000000
## Q112270.fctrNo 0.00000000
## Q112270.fctrYes 0.00000000
## Q112478.fctrYes 0.00000000
## Q112512.fctrNo 0.00000000
## Q112512.fctrYes 0.00000000
## Q113583.fctrTalk 0.00000000
## Q113583.fctrTunes 0.00000000
## Q113584.fctrPeople 0.00000000
## Q113584.fctrTechnology 0.00000000
## Q113992.fctrNo 0.00000000
## Q113992.fctrYes 0.00000000
## Q114152.fctrNo 0.00000000
## Q114152.fctrYes 0.00000000
## Q114386.fctrMysterious 0.00000000
## Q114386.fctrTMI 0.00000000
## Q114517.fctrNo 0.00000000
## Q114517.fctrYes 0.00000000
## Q114748.fctrNo 0.00000000
## Q114748.fctrYes 0.00000000
## Q114961.fctrNo 0.00000000
## Q114961.fctrYes 0.00000000
## Q115195.fctrNo 0.00000000
## Q115602.fctrNo 0.00000000
## Q115602.fctrYes 0.00000000
## Q115610.fctrNo 0.00000000
## Q115610.fctrYes 0.00000000
## Q115777.fctrEnd 0.00000000
## Q115777.fctrStart 0.00000000
## Q115899.fctrMe 0.00000000
## Q116197.fctrA.M. 0.00000000
## Q116197.fctrP.M. 0.00000000
## Q116441.fctrNo 0.00000000
## Q116441.fctrYes 0.00000000
## Q116448.fctrNo 0.00000000
## Q116448.fctrYes 0.00000000
## Q116601.fctrNo 0.00000000
## Q116601.fctrYes 0.00000000
## Q116797.fctrNo 0.00000000
## Q116797.fctrYes 0.00000000
## Q116881.fctrHappy 0.00000000
## Q116953.fctrYes 0.00000000
## Q117186.fctrCool headed 0.00000000
## Q117186.fctrHot headed 0.00000000
## Q117193.fctrOdd hours 0.00000000
## Q117193.fctrStandard hours 0.00000000
## Q118117.fctrNo 0.00000000
## Q118117.fctrYes 0.00000000
## Q118232.fctrPr 0.00000000
## Q118233.fctrNo 0.00000000
## Q118233.fctrYes 0.00000000
## Q118237.fctrNo 0.00000000
## Q118237.fctrYes 0.00000000
## Q118892.fctrNo 0.00000000
## Q118892.fctrYes 0.00000000
## Q119334.fctrNo 0.00000000
## Q119334.fctrYes 0.00000000
## Q119650.fctrGiving 0.00000000
## Q119650.fctrReceiving 0.00000000
## Q119851.fctrYes 0.00000000
## Q120012.fctrNo 0.00000000
## Q120012.fctrYes 0.00000000
## Q120014.fctrNo 0.00000000
## Q120014.fctrYes 0.00000000
## Q120194.fctrTry first 0.00000000
## Q120472.fctrArt 0.00000000
## Q120650.fctrNo 0.00000000
## Q120650.fctrYes 0.00000000
## Q120978.fctrNo 0.00000000
## Q120978.fctrYes 0.00000000
## Q121011.fctrNo 0.00000000
## Q121011.fctrYes 0.00000000
## Q121699.fctrNo 0.00000000
## Q121700.fctrNo 0.00000000
## Q121700.fctrYes 0.00000000
## Q122120.fctrNo 0.00000000
## Q122120.fctrYes 0.00000000
## Q122769.fctrNo 0.00000000
## Q122769.fctrYes 0.00000000
## Q122770.fctrNo 0.00000000
## Q122770.fctrYes 0.00000000
## Q122771.fctrPc 0.00000000
## Q123464.fctrNo 0.00000000
## Q123621.fctrNo 0.00000000
## Q123621.fctrYes 0.00000000
## Q124122.fctrNo 0.00000000
## Q124122.fctrYes 0.00000000
## Q124742.fctrNo 0.00000000
## Q124742.fctrYes 0.00000000
## Q96024.fctrNo 0.00000000
## Q96024.fctrYes 0.00000000
## Q98059.fctrOnly-child 0.00000000
## Q98059.fctrYes 0.00000000
## Q98078.fctrNo 0.00000000
## Q98078.fctrYes 0.00000000
## Q98578.fctrNo 0.00000000
## Q98578.fctrYes 0.00000000
## Q98869.fctrYes 0.00000000
## Q99581.fctrNo 0.00000000
## Q99581.fctrYes 0.00000000
## Q99716.fctrNo 0.00000000
## Q99716.fctrYes 0.00000000
## Q99982.fctrCheck! 0.00000000
## Q99982.fctrNope 0.00000000
## YOB.Age.fctr(15,20]:YOB.Age.dff 0.00000000
## YOB.Age.fctr(20,25]:YOB.Age.dff 0.00000000
## YOB.Age.fctr.C 0.00000000
## YOB.Age.fctr.Q 0.00000000
## YOB.Age.fctr^4 0.00000000
## YOB.Age.fctr^5 0.00000000
## YOB.Age.fctr^6 0.00000000
## YOB.Age.fctr^7 0.00000000
if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df=glbObsTrn, mdl_id=glbMdlFinId,
prob_threshold=glb_models_df[glb_models_df$id == glbMdlSelId,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df=glbObsTrn, mdl_id=glbMdlFinId)
## Warning in glb_analytics_diag_plots(obs_df = glbObsTrn, mdl_id =
## glbMdlFinId, : Limiting important feature scatter plots to 5 out of 109
## [1] "Min/Max Boundaries: "
## [1] "Inaccurate: "
## USER_ID Party.fctr Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.prob
## 1 626 R 0.1084418
## 2 1307 R NA
## 3 3878 R NA
## 4 1515 R NA
## 5 494 R 0.1385088
## 6 3895 R NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet
## 1 D
## 2 <NA>
## 3 <NA>
## 4 <NA>
## 5 D
## 6 <NA>
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err
## 1 TRUE
## 2 NA
## 3 NA
## 4 NA
## 5 TRUE
## 6 NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 1 0.8915582
## 2 NA
## 3 NA
## 4 NA
## 5 0.8614912
## 6 NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 1 FALSE
## 2 NA
## 3 NA
## 4 NA
## 5 FALSE
## 6 NA
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.prob
## 1 0.1354231
## 2 0.1416504
## 3 0.1439777
## 4 0.1528172
## 5 0.1533267
## 6 0.1544677
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet
## 1 D
## 2 D
## 3 D
## 4 D
## 5 D
## 6 D
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err
## 1 TRUE
## 2 TRUE
## 3 TRUE
## 4 TRUE
## 5 TRUE
## 6 TRUE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 1 0.8645769
## 2 0.8583496
## 3 0.8560223
## 4 0.8471828
## 5 0.8466733
## 6 0.8455323
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 1 FALSE
## 2 FALSE
## 3 FALSE
## 4 FALSE
## 5 FALSE
## 6 FALSE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.accurate
## 1 FALSE
## 2 FALSE
## 3 FALSE
## 4 FALSE
## 5 FALSE
## 6 FALSE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.error
## 1 -0.4645769
## 2 -0.4583496
## 3 -0.4560223
## 4 -0.4471828
## 5 -0.4466733
## 6 -0.4455323
## USER_ID Party.fctr Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.prob
## 730 3225 R 0.4420987
## 956 19 R 0.5274813
## 1303 1662 R 0.5774146
## 1551 5154 R 0.5360256
## 1797 4855 R NA
## 2071 5467 D NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet
## 730 D
## 956 D
## 1303 D
## 1551 D
## 1797 <NA>
## 2071 <NA>
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err
## 730 TRUE
## 956 TRUE
## 1303 TRUE
## 1551 TRUE
## 1797 NA
## 2071 NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 730 0.5579013
## 956 0.4725187
## 1303 0.4225854
## 1551 0.4639744
## 1797 NA
## 2071 NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 730 FALSE
## 956 FALSE
## 1303 FALSE
## 1551 FALSE
## 1797 NA
## 2071 NA
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.prob
## 730 0.4639876
## 956 0.4836703
## 1303 0.5216058
## 1551 0.5557186
## 1797 0.5840543
## 2071 0.6538111
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet
## 730 D
## 956 D
## 1303 D
## 1551 D
## 1797 D
## 2071 R
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err
## 730 TRUE
## 956 TRUE
## 1303 TRUE
## 1551 TRUE
## 1797 TRUE
## 2071 TRUE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 730 0.5360124
## 956 0.5163297
## 1303 0.4783942
## 1551 0.4442814
## 1797 0.4159457
## 2071 0.6538111
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 730 FALSE
## 956 FALSE
## 1303 FALSE
## 1551 FALSE
## 1797 FALSE
## 2071 FALSE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.accurate
## 730 FALSE
## 956 FALSE
## 1303 FALSE
## 1551 FALSE
## 1797 FALSE
## 2071 FALSE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.error
## 730 -0.13601244
## 956 -0.11632968
## 1303 -0.07839422
## 1551 -0.04428140
## 1797 -0.01594572
## 2071 0.05381112
## USER_ID Party.fctr Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.prob
## 2190 1207 D 0.7553592
## 2191 2641 D 0.7788211
## 2192 1393 D 0.7561127
## 2193 4956 D 0.7561285
## 2194 1311 D 0.7607013
## 2195 1309 D NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet
## 2190 R
## 2191 R
## 2192 R
## 2193 R
## 2194 R
## 2195 <NA>
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err
## 2190 TRUE
## 2191 TRUE
## 2192 TRUE
## 2193 TRUE
## 2194 TRUE
## 2195 NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 2190 0.7553592
## 2191 0.7788211
## 2192 0.7561127
## 2193 0.7561285
## 2194 0.7607013
## 2195 NA
## Party.fctr.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 2190 FALSE
## 2191 FALSE
## 2192 FALSE
## 2193 FALSE
## 2194 FALSE
## 2195 NA
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.prob
## 2190 0.7454533
## 2191 0.7478304
## 2192 0.7480798
## 2193 0.7519671
## 2194 0.7623114
## 2195 0.7657271
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet
## 2190 R
## 2191 R
## 2192 R
## 2193 R
## 2194 R
## 2195 R
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err
## 2190 TRUE
## 2191 TRUE
## 2192 TRUE
## 2193 TRUE
## 2194 TRUE
## 2195 TRUE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err.abs
## 2190 0.7454533
## 2191 0.7478304
## 2192 0.7480798
## 2193 0.7519671
## 2194 0.7623114
## 2195 0.7657271
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.is.acc
## 2190 FALSE
## 2191 FALSE
## 2192 FALSE
## 2193 FALSE
## 2194 FALSE
## 2195 FALSE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.accurate
## 2190 FALSE
## 2191 FALSE
## 2192 FALSE
## 2193 FALSE
## 2194 FALSE
## 2195 FALSE
## Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.error
## 2190 0.1454533
## 2191 0.1478304
## 2192 0.1480798
## 2193 0.1519671
## 2194 0.1623114
## 2195 0.1657271
dsp_feats_vctr <- c(NULL)
for(var in grep(".imp", names(glb_feats_df), fixed=TRUE, value=TRUE))
dsp_feats_vctr <- union(dsp_feats_vctr,
glb_feats_df[!is.na(glb_feats_df[, var]), "id"])
# print(glbObsTrn[glbObsTrn$UniqueID %in% FN_OOB_ids,
# grep(glb_rsp_var, names(glbObsTrn), value=TRUE)])
print(setdiff(names(glbObsTrn), names(glbObsAll)))
## [1] "Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.prob"
## [2] "Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet"
## [3] "Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err"
## [4] "Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.err.abs"
## [5] "Party.fctr.Final.All.X.nzv.spatialSign.rcv.glmnet.is.acc"
for (col in setdiff(names(glbObsTrn), names(glbObsAll)))
# Merge or cbind ?
glbObsAll[glbObsAll$.src == "Train", col] <- glbObsTrn[, col]
print(setdiff(names(glbObsFit), names(glbObsAll)))
## character(0)
print(setdiff(names(glbObsOOB), names(glbObsAll)))
## character(0)
for (col in setdiff(names(glbObsOOB), names(glbObsAll)))
# Merge or cbind ?
glbObsAll[glbObsAll$.lcn == "OOB", col] <- glbObsOOB[, col]
print(setdiff(names(glbObsNew), names(glbObsAll)))
## character(0)
#glb2Sav(); all.equal(savObsAll, glbObsAll); all.equal(sav_models_lst, glb_models_lst)
#load(file = paste0(glbOut$pfx, "dsk_knitr.RData"))
#cmpCols <- names(glbObsAll)[!grepl("\\.Final\\.", names(glbObsAll))]; all.equal(savObsAll[, cmpCols], glbObsAll[, cmpCols]); all.equal(savObsAll[, "H.P.http"], glbObsAll[, "H.P.http"]);
replay.petrisim(pn = glb_analytics_pn,
replay.trans = (glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"data.training.all.prediction","model.final")), flip_coord = TRUE)
## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: model.selected
## 1.0000 3 2 1 0 0
## 1.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: data.training.all.prediction
## 2.0000 5 2 0 0 1
## Warning in replay.petrisim(pn = glb_analytics_pn, replay.trans =
## (glb_analytics_avl_objs <- c(glb_analytics_avl_objs, : Transition:
## model.final not enabled; adding missing token(s)
## Warning in replay.petrisim(pn = glb_analytics_pn, replay.trans
## = (glb_analytics_avl_objs <- c(glb_analytics_avl_objs, : Place:
## fit.data.training.all: added 1 missing token
## 2.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: model.final
## 3.0000 4 2 0 1 1
glb_chunks_df <- myadd_chunk(glb_chunks_df, "predict.data.new", major.inc = TRUE)
## label step_major step_minor label_minor bgn end
## 5 fit.data.training 2 1 1 237.083 254.566
## 6 predict.data.new 3 0 0 254.566 NA
## elapsed
## 5 17.483
## 6 NA
3.0: predict data new## Warning in glb_get_predictions(obs_df, mdl_id = glbMdlFinId, rsp_var =
## glb_rsp_var, : Using default probability threshold: 0.6
## Warning in glb_get_predictions(obs_df, mdl_id = glbMdlFinId, rsp_var =
## glb_rsp_var, : Using default probability threshold: 0.6
## Warning in glb_analytics_diag_plots(obs_df = glbObsNew, mdl_id =
## glbMdlFinId, : Limiting important feature scatter plots to 5 out of 109
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## Warning: Removed 1392 rows containing missing values (geom_point).
## NULL
## Loading required package: tidyr
##
## Attaching package: 'tidyr'
## The following object is masked from 'package:Matrix':
##
## expand
## [1] "OOBobs total range outliers: 0"
## [1] "newobs total range outliers: 0"
## [1] 0.6
## [1] "glbMdlSelId: All.X#nzv.spatialSign#rcv#glmnet"
## [1] "glbMdlFinId: Final.All.X#nzv.spatialSign#rcv#glmnet"
## [1] "Cross Validation issues:"
## MFO###myMFO_classfr Random###myrandom_classfr
## 0 0
## Max.cor.Y.rcv.1X1###glmnet
## 0
## max.Accuracy.OOB max.AUCROCR.OOB
## All.X#nzv.spatialSign#rcv#glmnet 0.5820628 0.5787416
## All.X#spatialSign#rcv#glmnet 0.5811659 0.5793099
## All.X#nzv#rcv#glmnet 0.5775785 0.5766539
## All.X#expoTrans#rcv#glmnet 0.5775785 0.5745421
## All.X#YeoJohnson#rcv#glmnet 0.5775785 0.5744824
## Low.cor.X##rcv#glmnet 0.5766816 0.5757966
## All.X##rcv#glmnet 0.5766816 0.5757966
## All.X#zv#rcv#glmnet 0.5766816 0.5757966
## All.X#BoxCox#rcv#glmnet 0.5766816 0.5757966
## All.X#center#rcv#glmnet 0.5766816 0.5757966
## All.X#scale#rcv#glmnet 0.5766816 0.5757966
## All.X#center.scale#rcv#glmnet 0.5766816 0.5757966
## All.X#range#rcv#glmnet 0.5766816 0.5757966
## All.X#conditionalX#rcv#glmnet 0.5766816 0.5757966
## All.X#zv.pca#rcv#glmnet 0.5748879 0.5798104
## All.X##rcv#glm 0.5650224 0.5687249
## All.X#ica#rcv#glmnet 0.5354260 0.5360626
## Interact.High.cor.Y##rcv#glmnet 0.5345291 0.5242069
## Random###myrandom_classfr 0.5300448 0.5181895
## Max.cor.Y.rcv.1X1###glmnet 0.5300448 0.5102459
## Max.cor.Y##rcv#rpart 0.5300448 0.5000646
## MFO###myMFO_classfr 0.5300448 0.5000000
## Final.All.X#nzv.spatialSign#rcv#glmnet NA NA
## max.AUCpROC.OOB max.Accuracy.fit
## All.X#nzv.spatialSign#rcv#glmnet 0.5572148 0.6478785
## All.X#spatialSign#rcv#glmnet 0.5570372 0.6492270
## All.X#nzv#rcv#glmnet 0.5550900 0.6475806
## All.X#expoTrans#rcv#glmnet 0.5559554 0.6463076
## All.X#YeoJohnson#rcv#glmnet 0.5559554 0.6465321
## Low.cor.X##rcv#glmnet 0.5588180 0.6471308
## All.X##rcv#glmnet 0.5588180 0.6471308
## All.X#zv#rcv#glmnet 0.5588180 0.6471308
## All.X#BoxCox#rcv#glmnet 0.5588180 0.6471308
## All.X#center#rcv#glmnet 0.5588180 0.6471308
## All.X#scale#rcv#glmnet 0.5588180 0.6471308
## All.X#center.scale#rcv#glmnet 0.5588180 0.6471308
## All.X#range#rcv#glmnet 0.5588180 0.6471308
## All.X#conditionalX#rcv#glmnet 0.5588180 0.6471308
## All.X#zv.pca#rcv#glmnet 0.5717247 0.6421158
## All.X##rcv#glm 0.5487933 0.6254219
## All.X#ica#rcv#glmnet 0.5133442 0.5607462
## Interact.High.cor.Y##rcv#glmnet 0.5218093 0.6250526
## Random###myrandom_classfr 0.4836608 0.5299798
## Max.cor.Y.rcv.1X1###glmnet 0.4999322 0.6240737
## Max.cor.Y##rcv#rpart 0.4999322 0.6227308
## MFO###myMFO_classfr 0.5000000 0.5299798
## Final.All.X#nzv.spatialSign#rcv#glmnet NA 0.6315834
## opt.prob.threshold.fit
## All.X#nzv.spatialSign#rcv#glmnet 0.50
## All.X#spatialSign#rcv#glmnet 0.50
## All.X#nzv#rcv#glmnet 0.50
## All.X#expoTrans#rcv#glmnet 0.50
## All.X#YeoJohnson#rcv#glmnet 0.50
## Low.cor.X##rcv#glmnet 0.50
## All.X##rcv#glmnet 0.50
## All.X#zv#rcv#glmnet 0.50
## All.X#BoxCox#rcv#glmnet 0.50
## All.X#center#rcv#glmnet 0.50
## All.X#scale#rcv#glmnet 0.50
## All.X#center.scale#rcv#glmnet 0.50
## All.X#range#rcv#glmnet 0.50
## All.X#conditionalX#rcv#glmnet 0.50
## All.X#zv.pca#rcv#glmnet 0.50
## All.X##rcv#glm 0.50
## All.X#ica#rcv#glmnet 0.50
## Interact.High.cor.Y##rcv#glmnet 0.50
## Random###myrandom_classfr 0.55
## Max.cor.Y.rcv.1X1###glmnet 0.45
## Max.cor.Y##rcv#rpart 0.50
## MFO###myMFO_classfr 0.50
## Final.All.X#nzv.spatialSign#rcv#glmnet 0.50
## opt.prob.threshold.OOB
## All.X#nzv.spatialSign#rcv#glmnet 0.60
## All.X#spatialSign#rcv#glmnet 0.60
## All.X#nzv#rcv#glmnet 0.60
## All.X#expoTrans#rcv#glmnet 0.55
## All.X#YeoJohnson#rcv#glmnet 0.55
## Low.cor.X##rcv#glmnet 0.55
## All.X##rcv#glmnet 0.55
## All.X#zv#rcv#glmnet 0.55
## All.X#BoxCox#rcv#glmnet 0.55
## All.X#center#rcv#glmnet 0.55
## All.X#scale#rcv#glmnet 0.55
## All.X#center.scale#rcv#glmnet 0.55
## All.X#range#rcv#glmnet 0.55
## All.X#conditionalX#rcv#glmnet 0.55
## All.X#zv.pca#rcv#glmnet 0.50
## All.X##rcv#glm 0.65
## All.X#ica#rcv#glmnet 0.55
## Interact.High.cor.Y##rcv#glmnet 0.70
## Random###myrandom_classfr 0.55
## Max.cor.Y.rcv.1X1###glmnet 0.65
## Max.cor.Y##rcv#rpart 0.65
## MFO###myMFO_classfr 0.50
## Final.All.X#nzv.spatialSign#rcv#glmnet NA
## [1] "All.X#nzv.spatialSign#rcv#glmnet OOB confusion matrix & accuracy: "
## Prediction
## Reference D R
## D 512 79
## R 387 137
## err.abs.fit.sum err.abs.OOB.sum err.abs.trn.sum err.abs.new.sum
## No 891.1853 240.27513 1148.5813 NA
## NA 827.2528 209.99921 1050.2816 NA
## Yes 202.1376 85.00888 302.9145 NA
## .freqRatio.Fit .freqRatio.OOB .freqRatio.Tst .n.Fit .n.New.D .n.New.R
## No 0.4403773 0.4466368 0.4468391 1961 401 221
## NA 0.3920952 0.3928251 0.3929598 1746 537 10
## Yes 0.1675275 0.1605381 0.1602011 746 223 NA
## .n.OOB .n.Trn.D .n.Trn.R .n.Tst .n.fit .n.new .n.trn err.abs.OOB.mean
## No 498 1038 1421 622 1961 622 2459 0.4824802
## NA 438 1171 1013 547 1746 547 2184 0.4794503
## Yes 179 742 183 223 746 223 925 0.4749099
## err.abs.fit.mean err.abs.new.mean err.abs.trn.mean
## No 0.4544545 NA 0.4670929
## NA 0.4737989 NA 0.4808982
## Yes 0.2709619 NA 0.3274751
## err.abs.fit.sum err.abs.OOB.sum err.abs.trn.sum err.abs.new.sum
## 1920.575697 535.283219 2501.777434 NA
## .freqRatio.Fit .freqRatio.OOB .freqRatio.Tst .n.Fit
## 1.000000 1.000000 1.000000 4453.000000
## .n.New.D .n.New.R .n.OOB .n.Trn.D
## 1161.000000 NA 1115.000000 2951.000000
## .n.Trn.R .n.Tst .n.fit .n.new
## 2617.000000 1392.000000 4453.000000 1392.000000
## .n.trn err.abs.OOB.mean err.abs.fit.mean err.abs.new.mean
## 5568.000000 1.436840 1.199215 NA
## err.abs.trn.mean
## 1.275466
## [1] "Features Importance for selected models:"
## All.X.nzv.spatialSign.rcv.glmnet.imp
## Q109244.fctrYes 100.000000
## Q109244.fctrNo 53.501808
## Q98197.fctrNo 29.150682
## Q115611.fctrYes 27.376208
## Q115611.fctrNo 18.991934
## Q113181.fctrYes 18.332027
## Q101163.fctrDad 16.021203
## Q119851.fctrNo 12.945765
## Q120379.fctrYes 12.872697
## Q113181.fctrNo 12.748269
## Q98869.fctrNo 12.341107
## Q98197.fctrYes 12.206914
## Q100689.fctrYes 11.649742
## Q115899.fctrCs 10.664825
## Gender.fctrM 10.659193
## Hhold.fctrMKy 10.480014
## Q116881.fctrRight 9.551481
## Final.All.X.nzv.spatialSign.rcv.glmnet.imp
## Q109244.fctrYes 100.000000
## Q109244.fctrNo 50.230530
## Q98197.fctrNo 36.789890
## Q115611.fctrYes 39.384840
## Q115611.fctrNo 19.687694
## Q113181.fctrYes 19.702577
## Q101163.fctrDad 10.406940
## Q119851.fctrNo 12.091040
## Q120379.fctrYes 8.014997
## Q113181.fctrNo 12.990850
## Q98869.fctrNo 15.713881
## Q98197.fctrYes 4.906404
## Q100689.fctrYes 7.392274
## Q115899.fctrCs 5.325258
## Gender.fctrM 15.905387
## Hhold.fctrMKy 8.612763
## Q116881.fctrRight 17.389121
## [1] "glbObsNew prediction stats:"
##
## D R
## 1161 231
## label step_major step_minor label_minor bgn end
## 6 predict.data.new 3 0 0 254.566 311.339
## 7 display.session.info 4 0 0 311.340 NA
## elapsed
## 6 56.773
## 7 NA
Null Hypothesis (\(\sf{H_{0}}\)): mpg is not impacted by am_fctr.
The variance by am_fctr appears to be independent. #{r q1, cache=FALSE} # print(t.test(subset(cars_df, am_fctr == "automatic")$mpg, # subset(cars_df, am_fctr == "manual")$mpg, # var.equal=FALSE)$conf) # We reject the null hypothesis i.e. we have evidence to conclude that am_fctr impacts mpg (95% confidence). Manual transmission is better for miles per gallon versus automatic transmission.
## label step_major step_minor label_minor bgn end
## 4 fit.data.training 2 0 0 103.632 237.083
## 1 fit.models_1 1 0 0 9.525 85.526
## 6 predict.data.new 3 0 0 254.566 311.339
## 5 fit.data.training 2 1 1 237.083 254.566
## 2 fit.models 1 1 1 85.527 98.970
## 3 fit.models 1 2 2 98.971 103.631
## elapsed duration
## 4 133.451 133.451
## 1 76.002 76.001
## 6 56.773 56.773
## 5 17.483 17.483
## 2 13.443 13.443
## 3 4.660 4.660
## [1] "Total Elapsed Time: 311.339 secs"